On the risk of credibility premium rules
Søren Asmussen, Corina Constantinescu and Julie Thøgersen
| Year of publication: |
2021
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|---|---|
| Authors: | Asmussen, Søren ; Constantinescu, Corina ; Thøgersen, Julie |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 10, p. 866-889
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| Subject: | Conjugate prior | credibility premiums | gamma distribution | large deviations | ruin probability | scale parameter family | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Glaubwürdigkeit | Credibility | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Risiko | Risk | Risikoprämie | Risk premium | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1895298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696890