On the consistency of credibility premiums regarding Esscher principle (Q939340)
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scientific article; zbMATH DE number 5315268
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On the consistency of credibility premiums regarding Esscher principle |
scientific article; zbMATH DE number 5315268 |
Statements
On the consistency of credibility premiums regarding Esscher principle (English)
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22 August 2008
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Esscher premium
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credibility premium
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loss function
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convergence
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0.8714321851730347
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0.8389492034912109
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0.8322431445121765
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0.8167411088943481
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0.7989698052406311
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