scientific article; zbMATH DE number 4001276

MaRDI QIDQ4727255zbMATH OpenFDO

Authors Wolf-Rüdiger Heilmann

Publication date 1987

zbMATH Keywords

Bayes principleconditional expected lossexperience rated premiumloss functionsminimax principlepremium principlesstructure function

Mathematics Subject Classification ID

Statistical decision theory (62C99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Decision theoretic foundations of credibility theory
• scientific article; zbMATH DE number 3844885
• A note on experience rating, reinsurance and premium principles
• Experience rating under weighted squared error loss
• Experience rating under the exponential premium principle

Cited in

(11)

• A gamma-minimax result in credibility theory
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• The law of large numbers as a support for making decisions in insurance
• scientific article; zbMATH DE number 5990506 (Why is no real title available?)
• Stochastische Modellierung in der Erfahrungstarifierung
• scientific article; zbMATH DE number 1995606 (Why is no real title available?)
• scientific article; zbMATH DE number 1562939 (Why is no real title available?)
• Experience rating under weighted squared error loss
• A mathematical model for the parallelogram method in ratemaking
• Generalized likelihood summary in actuarial prediction problems
• Construction of rating systems using global sensitivity analysis: a numerical investigation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4727255)