A generalization of the credibility theory obtained by using the weighted balanced loss function

DOI10.1016/j.insmatheco.2007.09.002zbMath1152.91582OpenAlexW2076637669MaRDI QIDQ998304

J. Martínez

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

zbMATH Keywords

loss functionnetdistribution free approachcredibility premiumEsscher

Mathematics Subject Classification ID

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Cites Work

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• A gamma-minimax result in credibility theory
• 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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