Recommendations
- Box-Jenkins credibility
- The credibility estimator of risk premium under a new type of generalized weighted premium principle
- Evolutionary Credibility Theory
- The credibility estimate of risk premium under dependent risks
- On a method for estimation of risk premiums loaded by a fraction of the variance of the risk
Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A course in credibility theory and its applications
- A multivariate evolutionary credibility model for mortality improvement rates
- Bayesian credibility for GLMs
- Credibility theory based on trimming
- Credibility theory for some evolutionary models
- Credible risk measures with applications in actuarial sciences and finance
- Evolutionary Credibility Theory
- Invariantly recursive credibility estimation
- Mean-Variance Optimal Reinsurance Arrangements
- Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Quantile credibility models
- Recursive credibility estimation
- Reinsurance. Actuarial and statistical aspects
- Risk measures in a quantile regression credibility framework with Fama/French data applications
Cited in
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