Evolutionary credibility risk premium (Q784440)
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scientific article; zbMATH DE number 7226839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Evolutionary credibility risk premium |
scientific article; zbMATH DE number 7226839 |
Statements
Evolutionary credibility risk premium (English)
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3 August 2020
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credibility theory
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Bühlmann's evolutionary model
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variance (shrinkage) estimator
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risk-loaded premium
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\(LU\) factorization
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ARMA
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0.7939761877059937
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0.7756770849227905
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0.7701420783996582
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0.7680416703224182
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