Experience rating of risk premium for Esscher premium principle

Zhang, Y; Wen, LM

Wen, LM (通讯作者),Jiangxi Normal Univ, Dept Stat, Nanchang 330022, Jiangxi, Peoples R China.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023; ():

Abstract

In this article, a new method is introduced under the Bayesian framework to derive the credibility estimator of risk premiums based on the Esscher pre......

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