A new approach for loaded credibility premiums

DOI10.1016/0377-0427(91)90126-5zbMath0738.62096OpenAlexW2006069213MaRDI QIDQ1184804

E. Labie, T. Bauwelinckx, Marc J. Goovaerts

Publication date: 28 June 1992

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(91)90126-5

zbMATH Keywords

credibility loaded premiumsEsscher premiumsestimating credibility premiums for risksoptimal semilinear credibility resultpseudo-estimatorssemilinear hierarchical credibilityvariance-loaded model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• On a multilevel hierarchical credibility algorithm
• The Bühlmann-Straub model with the premium calculated according to the variance principle
• Semilinear credibility with several approximating functions

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