Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function

Virginia Atanasiu ()

Informatica Economica, 2008, vol. XII, issue 2, 12-17

Abstract: Is an original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.

Keywords: the linearized credibility formula; the best risk premium – in the sense of the minimal weighted mean squared error -; variance premium (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:aes:infoec:v:xii:y:2008:i:2:p:12-17

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