A maximum-entropy approach to the linear credibility formula

DOI10.1016/j.insmatheco.2011.08.010zbMath1284.91261OpenAlexW1981196165MaRDI QIDQ2444724

Maryam Omidi Najafabadi, Hamid Hatami, Amir T. Payandeh Najafabadi

Publication date: 10 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.08.010

zbMATH Keywords

panel datatime series datacrop insuranceBayes' estimatorlinear credibility formulamaximum-entropy techniquemean square-error technique

Mathematics Subject Classification ID

Related Items (4)

Unnamed Item ⋮ An optimal co-reinsurance strategy ⋮ Incorporating the Bühlmann credibility into mortality models to improve forecasting performances ⋮ A Bühlmann Credibility Approach to Modeling Mortality Rates

Uses Software

• BayesDA

Cites Work

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