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  • Search: subject:"the linearized credibility formula"
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Year of publication
Subject
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the linearized credibility formula 3 variance premium 2 applications in the actuarial calculations 1 esscher premium 1 premiums 1 the best risk premium – in the sense of the minimal weighted mean squared error - 1
Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Language
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English 2 Undetermined 1
Author
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ATANASIU, Virginia 3 DANIELESCU, Dominic Perez 1 LEPADATU, Gheorghe 1
Institution
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Facultatea de Cibernetica, Statistica şi Informatica Economica, Academia de Studii Economice din Bucureşti 1
Published in...
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Informatica Economica 1 Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010 1 Romanian Statistical Review Supplement 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Estimarea recursiva a credibilitatii pentru calculul primelor nete de risc ale contractelor diverselor portofolii de asigurari non-viata
LEPADATU, Gheorghe; ATANASIU, Virginia; DANIELESCU, … - In: Romanian Statistical Review Supplement 60 (2012) 1, pp. 266-275
This is an original paper, which analyses some practical insurance problems of non-life insurance, with applications in the actuarial calculations that can be solved by means of credibility theory. Examples of the credibility results for the linearized premiums, as other applications for the...
Persistent link: https://www.econbiz.de/10010596281
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NUMERICAL EVALUATION OF LOADED CREDIBILITY
ATANASIU, Virginia - Facultatea de Cibernetica, Statistica şi Informatica … - 2010
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.
Persistent link: https://www.econbiz.de/10008783704
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Cover Image
Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function
ATANASIU, Virginia - In: Informatica Economica XII (2008) 2, pp. 12-17
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.
Persistent link: https://www.econbiz.de/10009416305
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