Experience rating under weighted squared error loss

DOI10.1007/BF02808267zbMATH Open0836.62092MaRDI QIDQ4859998FDOQ4859998

Authors: Klaus D. Schmidt, Matthias Timpel 

Publication date: 6 May 1996

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

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zbMATH Keywords

distribution-freeconditional distributionasymptotic optimalityweighted squared error losscredibility premiumsexperience ratingclaim amountsBayes premiums

Mathematics Subject Classification ID

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

Cites Work

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• Decision theoretic foundations of credibility theory
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Cited In (9)

• Experience rating under the exponential premium principle
• Bonus hunger and credibility estimators with geometric weights
• Stochastische Modellierung in der Erfahrungstarifierung
• Optimal experience rating of distortion risk premiums
• The credibility premiums for exponential principle
• A new class of credibility estimators under the generalized weighted premium principle
• An Accurate Asymptotic Approximation for Experience Rated Premiums
• On the consistency of credibility premiums regarding Esscher principle
• Title not available (Why is that?)

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