The credibility models with risks dependence structure under balanced loss function

DOI10.3969/J.ISSN.1001-4268.2015.05.002zbMATH Open1349.91147MaRDI QIDQ2992249FDOQ2992249

Authors: Xinpeng Li, Lijun Wu 

Publication date: 10 August 2016

Recommendations

• scientific article; zbMATH DE number 6129999
• The credibility models with risks dependence effects under MLINEX loss function
• Credibility models with dependence structure over risks and time horizon
• The credibility estimator with general dependence structure over risks
• The credibility estimate of risk premium under dependent risks

zbMATH Keywords

balanced loss functioncredibility premiumrisks dependence structure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (9)

• Multivariate Credibility for Aggregate Loss Models
• Credibility estimators with dependence structure over risks and time under balanced loss function
• Title not available (Why is that?)
• Title not available (Why is that?)
• The credibility models with risks dependence effects under MLINEX loss function
• Title not available (Why is that?)
• Credibility models with dependence structure over risks and time horizon
• The balanced credibility estimators with correlation risk and inflation factor
• Multidimensional balanced credibility model with time effect and two level random common effects

This page was built for publication: The credibility models with risks dependence structure under balanced loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2992249)