Evolutionary credibility risk premium
Year of publication: |
2020
|
---|---|
Authors: | Chen, Yongzhao ; Cheung, Ka Chun ; Choi, Hugo Ming Cheung ; Yam, Sheung Chi Phillip |
Published in: |
Insurance / Mathematics & economics. - 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 | Evolutionsökonomik | Evolutionary economics | Glaubwürdigkeit | Credibility | Schätztheorie | Estimation theory |
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