The balanced credibility estimators with correlation risk and inflation factor
Sign Up to like & getrecommendations! Published in 2017 at "Statistical Papers"
DOI: 10.1007/s00362-015-0719-6
Abstract: In classical credibility theory, claims are assumed to be independent over risks and the premiums are derived under squared loss functions. However, in many practical situations, the assumptions may be violated in some situations. Hence,… read more here.
Keywords: credibility estimators; inflation factor; credibility; balanced credibility ... See more keywords