Pages that link to "Item:Q1263212"
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The following pages link to Decision theoretic foundations of credibility theory (Q1263212):
Displaying 50 items.
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- Bayesian and robust Bayesian analysis under a general class of balanced loss functions (Q434398) (← links)
- The credibility premiums for exponential principle (Q644653) (← links)
- On a renewal process average (Q678384) (← links)
- Robust Bayesian bonus-malus premiums under the conditional specification model (Q841000) (← links)
- Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity (Q870323) (← links)
- A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework (Q882932) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- A generalization of the credibility theory obtained by using the weighted balanced loss function (Q998304) (← links)
- Some aspects of Bayesian loss-robustness (Q1329708) (← links)
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction (Q1621675) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Loss robustness via Fisher-weighted squared-error loss function (Q1902620) (← links)
- Predictive stop-loss premiums and Student's \(t\)-distribution (Q1902632) (← links)
- The Esscher premium principle in risk theory: A Bayesian sensitivity study (Q1974036) (← links)
- Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims (Q2121892) (← links)
- Exact credibility reference Bayesian premiums (Q2155843) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums (Q2507615) (← links)
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
- Loading monotonicity of weighted premiums, and total positivity properties of weight functions (Q2633749) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk (Q3019827) (← links)
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model (Q3184501) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach (Q3592030) (← links)
- Stochastische Modellierung in der Erfahrungstarifierung (Q4030344) (← links)
- On a class of premium principles including the Esscher principle (Q4235016) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families (Q4567960) (← links)
- Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (Q4576972) (← links)
- DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (Q4629475) (← links)
- Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model (Q4780928) (← links)
- Experience rating under weighted squared error loss (Q4859998) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- A study of Bayesian local robustness with applications in actuarial statistics (Q5123636) (← links)
- Evolutionary Credibility Theory (Q5168695) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- (Q5207200) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle (Q5299087) (← links)
- Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (Q5379160) (← links)
- A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims (Q5379218) (← links)
- BAP and credibility (Q5422721) (← links)
- Principal Applications of Bayesian Methods in Actuarial Science (Q5718233) (← links)
- ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS (Q5745196) (← links)
- Credibility estimators with dependence structure over risks and time under balanced loss function (Q6089169) (← links)
