A generalization of the credibility theory obtained by using the weighted balanced loss function (Q998304)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5499608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A generalization of the credibility theory obtained by using the weighted balanced loss function |
scientific article; zbMATH DE number 5499608 |
Statements
A generalization of the credibility theory obtained by using the weighted balanced loss function (English)
0 references
28 January 2009
0 references
loss function
0 references
credibility premium
0 references
net
0 references
Esscher
0 references
distribution free approach
0 references
0 references
0.9200048446655272
0 references
0.890428900718689
0 references
0.8856260180473328
0 references
0.8681537508964539
0 references
0.8517540693283081
0 references
