Credibility evaluation for the exponential dispersion family

Insurance: Mathematics and Economics

Volumn 24, Issue 1-2, 1999, Pages 23-29

  Landsman, Zinoviy ^a   Makov, Udi E ^a  

^a UNIVERSITY OF HAIFA   (Israel)

Author keywords

Credibility formula; Exponential dispersion family; Fair premium; Fisher information; Maximum entropy; Optimal credibility factor

Indexed keywords

EID: 0348134990     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00035-3     Document Type: Article

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