Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
Work
Year: 2008
Type: article
Abstract: The collective risk model for the insurance claims is considered. The objective is to estimate a premium which is defined as a functional H specified up to an unknown parameter θ (the expected number ... more
Source: Astin Bulletin
Author Agata Boratyńska
Institution SGH Warsaw School of Economics
Cites: 19
Cited by: 5
Related to: 10
FWCI:
Citation percentile (by year/subfield): 72.01
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze