On credibility evaluation and the tail area of the exponential dispersion family-Reference-Cited by-同舟云学术

On credibility evaluation and the tail area of the exponential dispersion family

Published:2000-12 Issue:3 Volume:27 Page:277-283
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Landsman Zinoviy,Makov Udi E.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference24 articles.

1. Credibility procedures, Laplaces’s generalization of Bayes’ rule, and the combination of collateral knowledge with observed data;Bailey;Proceedings of the Casualty Actuarial Society,1950

2. Experience rating and probability;Bűhlmann;Astin Bulletin,1967

3. Conjugate priors for exponential families;Diaconis;The Annals of Statistics,1979

4. A teacher’s remark on exact credibility;Gerber;Astin Bulletin,1995

5. Goel, P.K., 1982. On implications of credible means being exact Bayesian. Scandinavian Actuarial Journal, 41–46.

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes;ISRN Probability and Statistics;2012-12-23

2. Evolutionary Credibility Theory;North American Actuarial Journal;2012-04

3. Some Bayesian credibility premiums obtained by using posterior regret {$\Gamma$}-minimax methodology;Bayesian Analysis;2009-06-01

4. A generalization of the credibility theory obtained by using the weighted balanced loss function;Insurance: Mathematics and Economics;2008-04

5. Contaminated Exponential Dispersion Loss Models;North American Actuarial Journal;2003-04