Pages that link to "Item:Q939340"
From MaRDI portal
The following pages link to On the consistency of credibility premiums regarding Esscher principle (Q939340):
Displaying 12 items.
- A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Exact credibility reference Bayesian premiums (Q2155843) (← links)
- Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle (Q5299087) (← links)
- Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (Q5379160) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
