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ArticleCredibility theory based on trimming

Joseph H.T. Kim2013

Article2013

Credibility theory based on trimming

Joseph H.T. Kim · Yongho Jeon

30 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1999Coherent Measures of Risk 2000A Class of Distortion Operators for Pricing Financial and Insurance Risks 2005Actuarial Theory for Dependent Risks 1967Experience Rating and Credibility 2002The concept of comonotonicity in actuarial science and finance: applications 2003Tail Conditional Expectations for Elliptical Distributions 2007Weighted premium calculation principles 1990Estimation in the Pareto Distribution

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Year2013

Typearticle

Published2013-04-18

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations30

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2013.03.012

openalex_workW2080642145

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