Claim dependence with common effects in credibility models

DOI10.1016/j.insmatheco.2005.12.006zbMath1168.91420MaRDI QIDQ2499841

Emiliano A. Valdez, Keng Leong Yeo

Publication date: 14 August 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.12.006

zbMATH Keywords

insurance premium; claim dependence; common effects; credibility models

Mathematics Subject Classification ID

Related Items

The credibility models with equal correlation risks, TVaR-based capital allocation with copulas, The credibility premiums for models with dependence induced by common effects, The balanced credibility estimators with correlation risk and inflation factor, Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation, Credibility models with dependence structure over risks and time horizon, Claim Dependence Induced by Common Effects in Hierarchical Credibility Models, The Credibility Estimator with General Dependence Structure Over Risks

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