A generalization of the credibility theory obtained by using the weighted balanced loss function

Insurance: Mathematics and Economics

Volumn 42, Issue 2, 2008, Pages 850-854

  Gomez Deniz E ^a  

^a UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

Author keywords

Credibility premium; Distribution free approach; Esscher; IM30; Loss function; Net

Indexed keywords

EID: 40949136138     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.09.002     Document Type: Article

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