Credibility estimation of risk premium in expected utility principle

MaRDI QIDQ6080486zbMATH OpenFDO

Authors

Publication date 2 October 2023

Full work available at URL http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.02.008

zbMATH Keywords

Bayesiancredibility estimationestimationexpected utility theoryrisk premium

Mathematics Subject Classification ID

Nonparametric robustness (62G35)

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Cited in

(4)

• scientific article; zbMATH DE number 3870456 (Why is no real title available?)
• Credibility in Loss Reserving
• Novel credibility approaches for Lorenz curve and Gini coefficient estimation
• A novel credibility-based estimation approach for multivariate Esscher premiums

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