Credibility theory based on trimming (Q2445989): Difference between revisions

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+Coherent Measures of Risk
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+Error bounds for linear combinations of order statistics
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+Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios
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+Estimating conditional tail expectation with actuarial applications in view
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+Robust fitting of claim severity distributions and the method of trimmed moments
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+A course in credibility theory and its applications
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+Non-additive measure and integral
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+On some layer-based risk measures with applications to exponential dispersion models
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+Weighted premium calculation principles
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+Q3891652
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+A generalization of the credibility theory obtained by using the weighted balanced loss function
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+Q3723487
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+Decision theoretic foundations of credibility theory
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+Empirical Estimation of Risk Measures and Related Quantities
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+Conditional Tail Moments of the Exponential Family and Its Related Distributions
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+Loss Models
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+Tail Conditional Expectations for Elliptical Distributions
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+Tail Conditional Expectations for Exponential Dispersion Models
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+Variance of the CTE Estimator
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+Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
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+On the consistency of credibility premiums regarding Esscher principle
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+Linear functions of order statistics with smooth weight functions
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+Q4962328
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+Risk-adjusted credibility premiums using distorted probabilities
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