The balanced credibility estimators with correlation risk and inflation factor

DOI10.1007/S00362-015-0719-6MaRDI QIDQ1685206zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 524365 (Why is no real title available?)
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• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
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• Claim dependence with common effects in credibility models
• Credibility Using Copulas
• Dependence in Dynamic Claim Frequency Credibility Models
• Estimation of a normal mean relative to balanced loss functions
• Estimation of the exponential mean time to failure under a weighted balanced loss function
• Linear models. Least squares and alternatives
• Multivariate Latent Risk: A Credibility Approach
• The credibility estimator with general dependence structure over risks
• The credibility models with equal correlation risks
• The credibility premiums for models with dependence induced by common effects
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.

Cited in

(9)

• scientific article; zbMATH DE number 7295322 (Why is no real title available?)
• scientific article; zbMATH DE number 5781334 (Why is no real title available?)
• 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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