Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42948
Título: A generalization of the credibility theory obtained by using the weighted balanced loss function
Autores/as: Gómez Déniz, Emilio 
Clasificación UNESCO: 1209 Estadística
Palabras clave: Métodos bayesianos
Funciones
Fecha de publicación: 2008
Editor/a: 0167-6687
Publicación seriada: Insurance: Mathematics and Economics 
Resumen: n this paper an alternative to the usual credibility premium that arises for weighted balanced loss function is considered. This is a generalized loss function which includes as a particular case the weighted quadratic loss function traditionally used in actuarial science. From this function credibility premiums under appropriate likelihood and priors can be derived. By using weighted balanced loss function we obtain, first, generalized credibility premiums that contain as particular cases other credibility premiums in the literature and second, a generalization of the well-known distribution free approach in [Bühlmann, H., 1967. Experience rating and credibility. Astin Bull. 4 (3), 199-207].
URI: http://hdl.handle.net/10553/42948
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2007.09.002
Fuente: Insurance: Mathematics and Economics[ISSN 0167-6687],v. 42, p. 850-854
Colección:Artículos
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