The credibility models with equal correlation risks
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Cites work
- scientific article; zbMATH DE number 3314912 (Why is no real title available?)
- A course in credibility theory and its applications
- Claim dependence with common effects in credibility models
- Credibility Using Copulas
- Linear models. Least squares and alternatives
- Random sums of exchangeable variables and actuarial applications
- Stop-loss order for portfolios of dependent risks
- The credibility premiums for models with dependence induced by common effects
Cited in
(9)- Credibility estimators with dependence structure over risks and time under balanced loss function
- scientific article; zbMATH DE number 6847560 (Why is no real title available?)
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
- The Bühlmann credibility models with dependent risk structure
- Multidimensional credibility estimators with random common effects and time effects
- The balanced credibility estimators with correlation risk and inflation factor
- The credibility estimator with general dependence structure over risks
- Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
- A Model of Pairwise Credit
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