On the consistency of credibility premiums regarding Esscher principle
type: Item
instance of: scholarly article
title: On the consistency of credibility premiums regarding Esscher principle
zbMATH Open document ID: 1141.91541
author: Maolin Pan
author: Xianyi Wu
author: Rongming Wang
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5315268
zbMATH Keywords: Esscher premium
zbMATH Keywords: credibility premium
zbMATH Keywords: loss function
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.01.009
OpenAlex ID: W2030450235
cites work: A course in credibility theory and its applications
cites work: Q3891652
cites work: The Esscher premium principle in risk theory: A Bayesian sensitivity study
cites work: A credibility theory for automobile bonus systems
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cites work: Experience rating under weighted squared error loss
cites work: Credibility using a loss function from Spline theory
cites work: Credibility Using a Loss Function from Spline Theory
DOI: 10.1016/J.INSMATHECO.2007.01.009
description: scientific article; zbMATH DE number 5315268