scientific article; zbMATH DE number 7266419

DOI10.13299/J.CNKI.AMJCU.002106zbMATH Open1463.91125MaRDI QIDQ5129403FDOQ5129403

Authors: Yi Zhang, Jia Xiong, Limin Wen, Xianyi Wu, Xian Zhou 

Publication date: 27 October 2020

Title of this publication is not available (Why is that?)

Recommendations

• Credibility models under the entropy loss function
• Credibility using semiparametric models and a loss function with a constancy penalty
• A credibility model under balanced loss functions
• The credibility estimation for collective models
• Comparisons of credibility estimators under the Esscher premium principle

zbMATH Keywords

kernel estimationdensity functioncredibility theorypremium principle

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Empirical kalman-Credibility

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 Q5129403)