On the risk of credibility premium rules
Year of publication: |
2021
|
---|---|
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
|
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 | Risikoprämie | Risk premium | Versicherungsbeitrag | Insurance premium | Risikomodell | Risk model |
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