A credibility model under balanced loss functions

MaRDI QIDQ3571652zbMATH OpenFDO

Authors Limin Wen, Xia Lin, Jing-Long Wang

Publication date 8 July 2010

zbMATH Keywords

credibility theorytarget estimator

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Application of constrained Bayes estimation under balanced loss function in insurance pricing
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