Credibility estimators with dependence structure over risks and time under balanced loss function-Reference-Cited by-同舟云学术

Credibility estimators with dependence structure over risks and time under balanced loss function

Published:2018-03-08 Issue:2 Volume:72 Page:157-173
ISSN:0039-0402
Container-title:Statistica Neerlandica
language:en
Short-container-title:Statistica Neerlandica

Author:

Zhang Qiang¹^ORCID,Chen Ping¹

Affiliation:

1. School of Science; Nanjing University of Science and Technology; Nanjing 210094 China

Funder

National Natural Science Foundation of PR China

Scientific Research Innovation Project of Jiangsu Province

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/stan.12125/fullpdf

Reference30 articles.

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3. Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects;Bolancé;Insurance: Mathematics and Economics,2003

4. On estimation with balanced loss functions;Dey;Statistics and Probability Letters,1999

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