A generalization of the credibility theory obtained by using the weighted balanced loss function
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Cites work
- A gamma-minimax result in credibility theory
- Credibility evaluation for the exponential dispersion family
- Credibility using semiparametric models and a loss function with a constancy penalty
- Decision theoretic foundations of credibility theory
- Equity and Exact Credibility
- Estimation of a normal mean relative to balanced loss functions
- scientific article; zbMATH DE number 3698269 (Why is no real title available?)
- scientific article; zbMATH DE number 3506614 (Why is no real title available?)
- scientific article; zbMATH DE number 524365 (Why is no real title available?)
- On credibility evaluation and the tail area of the exponential dispersion family
- On estimation with balanced loss functions
- On estimation with weighted balanced-type loss function
- On the use of posterior regret -minimax actions to obtain credibility premiums
Cited in
(29)- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- The balanced credibility estimators with correlation risk and inflation factor
- Extension and application of credibility models in predicting claim frequency
- Satisficing credibility for heterogeneous risks
- Exact credibility reference Bayesian premiums
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- Multidimensional balanced credibility model with time effect and two level random common effects
- The credibility premiums under generalized weighted loss functions
- Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
- A maximum-entropy approach to the linear credibility formula
- Credibility theory based on trimming
- The credibility estimators with inflation factor obtained under balanced exponential loss function
- Credibility premiums under entropy-balanced loss function
- The weight of competence under a realistic loss function
- A credibility model under balanced loss functions
- Bayesian and robust Bayesian analysis under a general class of balanced loss functions
- Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
- Experience rating under weighted squared error loss
- Evolutionary Credibility Theory
- Credibility premiums for natural exponential family and general 0-1 loss function
- An Appreciation of Balanced Loss Functions Via Regret Loss
- On weighted balanced loss function under the Esscher principle and credibility premiums
- A flexible Bayesian nonparametric model for predicting future insurance claims prediction
- Credibility estimators with dependence structure over risks and time under balanced loss function
- Some results on quadratic credibility premium using the balanced loss function
- A new approach to the credibility formula
- Effective experience rating for large insurance portfolios via surrogate modeling
- Novel credibility approaches for Lorenz curve and Gini coefficient estimation
- Experience rating of risk premium for Esscher premium principle
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