The Credibility Estimator with General Dependence Structure Over Risks
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Publication:3015902
DOI10.1080/03610921003650440zbMath1216.62160MaRDI QIDQ3015902
Publication date: 13 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003650440
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
- The credibility premiums for models with dependence induced by common effects
- Stop-loss order for portfolios of dependent risks
- The concept of comonotonicity in actuarial science and finance: theory.
- The concept of comonotonicity in actuarial science and finance: applications.
- Generalized correlation order and stop-loss order
- A new characterization of distortion premiums via countable additivity for comonotonic risks
- Claim dependence with common effects in credibility models
- A course in credibility theory and its applications