Evolutionary credibility risk premium
DOI10.1016/J.INSMATHECO.2020.04.015zbMATH Open1446.91057OpenAlexW3026359695MaRDI QIDQ784440FDOQ784440
Authors: Yongzhao Chen, K. C. Cheung, Hugo Ming Cheung Choi, Sheung Chi Phillip Yam 
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.015
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ARMAcredibility theory\(LU\) factorization[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=B%EF%BF%BD%EF%BF%BDhlmann%27s+evolutionary+model&go=Go B��hlmann's evolutionary model]risk-loaded premiumvariance (shrinkage) estimator
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