Experience rating under weighted squared error loss
From MaRDI portal
Recommendations
- Experience rating under the exponential premium principle
- The credibility premiums under generalized weighted loss functions
- A generalization of the credibility theory obtained by using the weighted balanced loss function
- On weighted balanced loss function under the Esscher principle and credibility premiums
- Optimal experience rating of distortion risk premiums
Cites work
- scientific article; zbMATH DE number 3698269 (Why is no real title available?)
- scientific article; zbMATH DE number 3714794 (Why is no real title available?)
- scientific article; zbMATH DE number 48420 (Why is no real title available?)
- scientific article; zbMATH DE number 193660 (Why is no real title available?)
- scientific article; zbMATH DE number 4001276 (Why is no real title available?)
- scientific article; zbMATH DE number 3255243 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Decision theoretic foundations of credibility theory
Cited in
(9)- Experience rating under the exponential premium principle
- Bonus hunger and credibility estimators with geometric weights
- Stochastische Modellierung in der Erfahrungstarifierung
- The credibility premiums for exponential principle
- Optimal experience rating of distortion risk premiums
- A new class of credibility estimators under the generalized weighted premium principle
- On the consistency of credibility premiums regarding Esscher principle
- An Accurate Asymptotic Approximation for Experience Rated Premiums
- scientific article; zbMATH DE number 4001276 (Why is no real title available?)
This page was built for publication: Experience rating under weighted squared error loss
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4859998)
