Credibility models under the entropy loss function

MaRDI QIDQ2992965zbMATH OpenFDO

Authors Na-Na Wang

Publication date 10 August 2016

zbMATH Keywords

credibility estimatorentropy loss functionpremium 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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(7)

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• The pure robust credibility estimation under the maximum entropy method
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• Credibility premiums under entropy-balanced loss function
• The credibility estimators under MLINEX loss function
• scientific article; zbMATH DE number 7266419 (Why is no real title available?)
• The maximum entropy method to the credibility estimation

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