Decision theoretic foundations of credibility theory (Q1263212): Difference between revisions

The author gives credibility formulas not only for the net premium but for a number of premium principles. He uses a presentation of premium calculation principles with the aid of loss functions. Credibility formulas are then derived for various situations.

0 references

reviewed by

Axel Reich

0 references

zbMATH Keywords

credibility formulas

0 references

net premium

0 references

premium principles

0 references

premium calculation principles

0 references

loss functions

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/0167-6687(89)90050-4

0 references

cites work

Q5510023

0 references

The interplay of Bayesian and frequentist analysis

0 references

Q5609896

0 references

Minimax credibility

0 references

Simultaneous Estimation of the Means of Independent Poisson Laws

0 references

A gamma-minimax result in credibility theory

0 references

Q5532825

0 references

Q3891652

0 references

Tolerance intervals in risk theory

0 references

On the robustness of premium principles

0 references

Q4087117

0 references

Q4109158

0 references

Identifiers

zbMATH Open document ID

0687.62087

0 references

DOI

10.1016/0167-6687(89)90050-4

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1263212

@@ Property / cites work @@
+Q5510023
@@ Property / cites work: Q5510023 / rank @@
+Normal rank
@@ Property / cites work @@
+The interplay of Bayesian and frequentist analysis
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax credibility
@@ Property / cites work: Minimax credibility / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous Estimation of the Means of Independent Poisson Laws
+Normal rank
@@ Property / cites work @@
+A gamma-minimax result in credibility theory
@@ Property / cites work: A gamma-minimax result in credibility theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q5532825
@@ Property / cites work: Q5532825 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3891652
@@ Property / cites work: Q3891652 / rank @@
+Normal rank
@@ Property / cites work @@
+Tolerance intervals in risk theory
@@ Property / cites work: Tolerance intervals in risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+On the robustness of premium principles
@@ Property / cites work: On the robustness of premium principles / rank @@
+Normal rank
@@ Property / cites work @@
+Q4087117
@@ Property / cites work: Q4087117 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4109158
@@ Property / cites work: Q4109158 / rank @@
+Normal rank