The credibility premiums based on estimated moment-generating function
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Publication:2979584
DOI10.1080/03610926.2015.1010010zbMath1406.91209OpenAlexW2541871289MaRDI QIDQ2979584
Yi Zhang, Jun Yu, Li-Min Wen, Guo-ping Mei
Publication date: 25 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1010010
asymptotic normalitymoment-generating functionstrong consistencycredibility premiumpremium principle
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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