A new approach to the credibility formula
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- Roderick M. Rejesus & Keith H. Coble & Thomas O. Knight & Yufei Jin, 2006. "Developing Experience-Based Premium Rate Discounts in Crop Insurance," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(2), pages 409-419.
- Gisler, Alois & Wüthrich, Mario V., 2008. "Credibility for the Chain Ladder Reserving Method," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 38(02), pages 565-600, November.
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- Boucher, Jean-Philippe & Denuit, Michel, 2008. "Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 727-735, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pitselis, Georgios, 2013. "Quantile credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 477-489.
- Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
- Payandeh Najafabadi, Amir T. & Bazaz, Ali Panahi, 2016. "An optimal co-reinsurance strategy," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 149-155.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
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KeywordsIM31 Loss function Balanced loss function Mean square error technique;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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