A new approach to the credibility formula
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Publication:659232
DOI10.1016/J.INSMATHECO.2009.11.007zbMATH Open1231.91224OpenAlexW2145234108MaRDI QIDQ659232FDOQ659232
Authors: Amir T. Payandeh Najafabadi 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/21587/1/MPRA_paper_21587.pdf
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Cites Work
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- A course in credibility theory and its applications
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- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
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- Credibility theory: A new view from the theory of second order optimal statistics.
- Credibility for the Chain Ladder Reserving Method
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Cited In (37)
- Credibility theory: A new view from the theory of second order optimal statistics.
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
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- A maximum-entropy approach to the linear credibility formula
- Quantile credibility models
- BAP and credibility
- Credibility premium for rate-making systems
- Semiparametric credibility ratemaking using a piecewise linear prior.
- On credibility evaluation and the tail area of the exponential dispersion family
- Credibility for severity revisited
- Identifiability problems related with credibility: a survey with applications
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- Effective experience rating for large insurance portfolios via surrogate modeling
- The maximum entropy method to the credibility estimation
- Credibility using semiparametric models and a loss function with a constancy penalty
- A gamma-minimax result in credibility theory
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Evolutionary Credibility Theory
- Unique optimal function
- On the ordering of credibility factors
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
- An optimal co-reinsurance strategy
- Credibility premiums for natural exponential family and general 0-1 loss function
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
- A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
- On the Bayesian estimation for Cronbach's alpha
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Equity and Exact Credibility
- A general optimal approach to Bühlmann credibility theory
- Credibility Using a Loss Function from Spline Theory
- Extension and application of credibility models in predicting claim frequency
- Satisficing credibility for heterogeneous risks
- Title not available (Why is that?)
- Sample Size Determination for Credibility Estimation
- A Bühlmann credibility approach to modeling mortality rates
- A flexible Bayesian nonparametric model for predicting future insurance claims prediction
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