Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function

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.

Bibliographic Details
Main Author: Virginia ATANASIU
Format: Article
Language:English
Published: Inforec Association 2008-01-01
Series:Informatică economică
Subjects:
the linearized credibility formula
the best risk premium – in the sense of the minimal weighted mean squared error -
variance premium
Online Access:http://revistaie.ase.ro/content/46/Atanasiu.pdf

Internet

http://revistaie.ase.ro/content/46/Atanasiu.pdf

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