Statistische Prämienkalkulation nach dem Exponentialprinzip bei unbekannter Risikoverteilung

DOI10.1007/BF02808434zbMATH Open0781.62167MaRDI QIDQ4030342FDOQ4030342

Authors: Michael Weba 

Publication date: 1 April 1993

Published in: Blätter der DGVFM (Search for Journal in Brave)

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zbMATH Keywords

consistent estimatorexponential principlebounds for variance and biasempirical calculation of the risk premium

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (4)

• The predictor of exponential premium based on copula dependent risk model
• Statistical inferences of risk premium under the generalized exponential premium theory
• Title not available (Why is that?)
• Change point inferences of risk premium under the exponential premium principle

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