Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function

Is an original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.

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Year of publication:	2008
Authors:	ATANASIU, Virginia
Published in:	Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. XII.2008, 2, p. 12-17
Publisher:	Academia de Studii Economice din Bucureşti
Subject:	the linearized credibility formula \| the best risk premium â€“ in the sense of the minimal weighted mean squared error - \| variance premium

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

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