The Bühlmann credibility models with dependent risk structure
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Publication:3170675
zbMATH Open1240.91072MaRDI QIDQ3170675FDOQ3170675
Authors: Limin Wen, Hailin Gong, Jing-Long Wang
Publication date: 29 September 2011
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- scientific article; zbMATH DE number 6847560
Cited In (13)
- Multivariate Latent Risk: A Credibility Approach
- Claim dependence with common effects in credibility models
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- A discussion on Buhlmann's criterion for asset valuation.
- On the stochastic increasingness of future claims in the Bühlmann linear credibility premium
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
- An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles
- Dependence in Dynamic Claim Frequency Credibility Models
- The credibility premiums for models with dependence induced by common effects
- Eine Bemerkung über bedingte Wahrscheinlichkeiten, bedingte Erwartungswerte und bedingte Unabhängigkeit
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- Credibility models with uniform error dependence
- The credibility estimator with general dependence structure over risks
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