Evolutionary credibility risk premium
Yongzhao Chen, Ka Chun Cheung, Hugo Ming Cheung Choi, Sheung Chi Phillip Yam
| Year of publication: |
2020
|
|---|---|
| Authors: | Chen, Yongzhao ; Cheung, Ka Chun ; Choi, Hugo Ming Cheung ; Yam, Sheung Chi Phillip |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 216-229
|
| Subject: | ARMA | Bühlmann’s evolutionary model | Credibility theory | factorization | Risk-loaded premium | Variance (shrinkage) estimator | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Glaubwürdigkeit | Credibility | Evolutionsökonomik | Evolutionary economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294126