The balanced credibility estimators with correlation risk and inflation factor

DOI10.1007/S00362-015-0719-6zbMATH Open1386.62039OpenAlexW2136369024MaRDI QIDQ1685206FDOQ1685206

Authors: Qiang Zhang, Lijun Wu, Qianqian Cui 

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0719-6

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zbMATH Keywords

balanced loss functioncredibility estimatorequal dependenceinflation factorBühlmann-Straub model

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Linear models. Least squares and alternatives
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• A course in credibility theory and its applications
• Estimation of a normal mean relative to balanced loss functions
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• A generalization of the credibility theory obtained by using the weighted balanced loss function
• The credibility premiums for models with dependence induced by common effects
• The credibility estimator with general dependence structure over risks
• Dependence in Dynamic Claim Frequency Credibility Models
• Credibility Using Copulas
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• Claim dependence with common effects in credibility models
• The credibility models with equal correlation risks
• Estimation of the exponential mean time to failure under a weighted balanced loss function
• Claim dependence induced by common effects in hierarchical credibility models
• Multivariate Latent Risk: A Credibility Approach

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Credibility estimators with dependence structure over risks and time under balanced loss function
• A credibility model under balanced loss functions
• The credibility estimators with inflation factor obtained under balanced exponential loss function
• The credibility models with equal correlation risks
• Multidimensional balanced credibility model with time effect and two level random common effects
• Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
• Balanced credibility estimation

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