The credibility models with equal correlation risks

DOI10.1007/s11424-010-8328-xzbMath1233.91157OpenAlexW2048215111MaRDI QIDQ646738

Li-Min Wen, Wen Li Deng

Publication date: 17 November 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-8328-x

zbMATH Keywords

projectiondependencecredibility premiumequal correlation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

The balanced credibility estimators with correlation risk and inflation factor ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ Multidimensional credibility estimators with random common effects and time effects

Cites Work

• Unnamed Item
• Random sums of exchangeable variables and actuarial applications
• The credibility premiums for models with dependence induced by common effects
• Stop-loss order for portfolios of dependent risks
• Linear models. Least squares and alternatives
• Claim dependence with common effects in credibility models
• A course in credibility theory and its applications
• Credibility Using Copulas