A generalization of the credibility theory obtained by using the weighted balanced loss function
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Publication:998304
DOI10.1016/j.insmatheco.2007.09.002zbMath1152.91582OpenAlexW2076637669MaRDI QIDQ998304
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.09.002
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Cites Work
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- Decision theoretic foundations of credibility theory
- Credibility evaluation for the exponential dispersion family
- Credibility using semiparametric models and a loss function with a constancy penalty
- On estimation with balanced loss functions
- Estimation of a normal mean relative to balanced loss functions
- On estimation with weighted balanced-type loss function
- On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums
- Equity and Exact Credibility
- On credibility evaluation and the tail area of the exponential dispersion family
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