On the consistency of credibility premiums regarding Esscher principle
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- Virginia Young, 1998. "Credibility Using a Loss Function from Spline Theory," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 101-111.
- Gerber, Hans U., 1981. "The Esscher Premium Principle: A Criticism. Comment," ASTIN Bulletin, Cambridge University Press, vol. 12(2), pages 139-140, December.
- Virginia Young, 1998. "Author’s Reply: Credibility Using a Loss Function from Spline Theory: Parametric Models with a One-Dimensional Sufficient Statistic - Discussion by F. Etienne De Vylder; Donald A. Jones; Bjørn Sundt; ," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 117-117.
- Heilmann, Wolf-Rudiger, 1989. "Decision theoretic foundations of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 77-95, March.
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- Wang, Wei & Xu, Huifu & Ma, Tiejun, 2023. "Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 322-347.
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