The credibility estimators under MLINEX loss function

DOI10.13371/J.CNKI.CHIN.Q.J.M.2018.01.005MaRDI QIDQ4623831zbMATH OpenFDO

Authors Qiang Zhang, Qianqian Cui, Ping Chen

Publication date 22 February 2019

Full work available at URL https://doi.org/10.13371/J.CNKI.CHIN.Q.J.M.2018.01.005

zbMATH Keywords

Bayes premiumcredibility estimatorMLINEX loss functionmultiple contracts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(3)

• The credibility models under LINEX loss functions
• Credibility models under the entropy loss function
• Premium estimators under Stein loss

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