A novel credibility-based estimation approach for multivariate Esscher premiums
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Cites work
- A course in credibility theory and its applications
- A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
- A plug-in rule for bandwidth selection in circular density estimation
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- Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
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- Credibility Theory for Variance Premium Principle
- Evolutionary credibility risk premium
- Exact credibility reference Bayesian premiums
- Experience rating of risk premium for Esscher premium principle
- Experience rating of risk premium for moment-related premium principle
- Forward-looking portfolio selection with multivariate non-Gaussian models
- GAMLSS for Longitudinal Multivariate Claim Count Models
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- Multidimensional credibility: a new approach based on joint distribution function
- Nonparametric estimation of regression level sets using kernel plug-in estimator
- On exact distribution for multivariate weighted distributions and classification
- On the consistency of credibility premiums regarding Esscher principle
- Valuing variable annuity guarantees with the multivariate Esscher transform
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