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

DOI10.5351/CSAM.2014.21.3.235MaRDI QIDQ5171904zbMATH OpenOpenAlexFDO

Authors Myung Joon Kim, Yeong-Hwa Kim

Publication date 12 February 2015

Published in Communications for Statistical Applications and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5351/csam.2014.21.3.235

zbMATH Keywords

balanced loss functionconstrained Bayes estimateinsurance pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation

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