Statistical inferences of risk premium under the generalized exponential premium theory

DOI10.3969/J.ISSN.1001-4268.2019.06.002zbMATH Open1449.62234MaRDI QIDQ3307487FDOQ3307487

Authors: Mengying du, Limin Wen 

Publication date: 12 August 2020

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zbMATH Keywords

asymptotic normalityconsistencynonparametric estimationBayesian estimationexponent premium

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (7)

• The predictor of exponential premium based on copula dependent risk model
• Statistische Prämienkalkulation nach dem Exponentialprinzip bei unbekannter Risikoverteilung
• The nonparametric estimation of risk premium under variance related premium principle
• Premium adjustment by generalized adaptive exponential smoothing
• The Bayes estimation of quantile premium in Pareto risk model
• A nonparametric sequential learning procedure for estimating the pure premium
• Change point inferences of risk premium under the exponential premium principle

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