The credibility premiums for models with dependence induced by common effects
type: Item
instance of: scholarly article
title: The credibility premiums for models with dependence induced by common effects
zbMATH Open document ID: 1156.91404
author: Xianyi Wu
author: Xian Zhou
author: Limin Wen
published in: Insurance Mathematics \& Economics
publication date: 2009-03-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5523252
zbMATH Keywords: credibility premium
zbMATH Keywords: common effects
zbMATH Keywords: dependence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.09.005
OpenAlex ID: W2036264522
cites work: Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
cites work: A course in credibility theory and its applications
cites work: Q5595993
cites work: The concept of comonotonicity in actuarial science and finance: theory.
cites work: The concept of comonotonicity in actuarial science and finance: applications.
cites work: A longitudinal data analysis interpretation of credibility models
cites work: Case Studies Using Panel Data Models
cites work: Credibility Using Copulas
cites work: Generalized correlation order and stop-loss order
cites work: Stop-loss order for portfolios of dependent risks
cites work: A credibility theory for automobile bonus systems
cites work: Dependence in Dynamic Claim Frequency Credibility Models
cites work: Linear models. Least squares and alternatives
cites work: Axiomatic characterization of insurance prices
cites work: A new characterization of distortion premiums via countable additivity for comonotonic risks
cites work: Claim dependence with common effects in credibility models
DOI: 10.1016/J.INSMATHECO.2008.09.005
description: scientific article; zbMATH DE number 5523252