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Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function

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  • Virginia ATANASIU

Abstract

Is an original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.

Suggested Citation

  • Virginia ATANASIU, 2008. "Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(2), pages 12-17.
    • Handle: RePEc:aes:infoec:v:xii:y:2008:i:2:p:12-17
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    File URL: http://revistaie.ase.ro/content/46/Atanasiu.pdf
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    References listed on IDEAS

    as
    1. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July.
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