A new class of credibility estimators under the generalized weighted premium principle

DOI10.1080/03610926.2011.582565MaRDI QIDQ5299087zbMATH OpenOpenAlexFDO

Authors Limin Wen, Xianyi Wu, Jiang-Feng Wang

Publication date 25 June 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.582565

zbMATH Keywords

consistencycredibility estimatorsafe-loadingstructure parameterthe generalized weighted premium

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

• A course in credibility theory and its applications
• Decision theoretic foundations of credibility theory
• Experience rating under weighted squared error loss
• On the consistency of credibility premiums regarding Esscher principle
• The credibility premiums under generalized weighted loss functions
• Weighted premium calculation principles
• Weighted risk capital allocations

Cited in

(12)

• A new approach for loaded credibility premiums
• Asymptotic normality of nonparametric estimate for zero-utility premiums
• The credibility premiums under generalized weighted loss functions
• The credibility estimator of risk premium under a new type of generalized weighted premium principle
• The credibility premiums based on estimated moment-generating function
• Comparisons of credibility estimators under the Esscher premium principle
• The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
• The weighted credibility estimation and their statistical analysis of claims number
• scientific article; zbMATH DE number 6311644 (Why is no real title available?)
• The credibility estimator of the generalized weighted premium with multitude contracts
• Proportional Hazard Estimation Adjusted by Continuous Credibility
• Novel credibility approaches for Lorenz curve and Gini coefficient estimation

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