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Journals / Hacettepe Journal of Mathematics and Statistics / 2018 / Cilt: 47 - Sayı: 1

On weighted balanced loss function under the Esscher principle and credibility premiums

Farouk METİRİ
Halim ZEGHDOUDİ
Mohamed Riad REMİTA
Pages
255–265
Publication Date
2022-10-18
DOI
—
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AI Summary & Key Takeaways

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⚡ TL;DR(Too Long; Didn't Read)

Also, we discuss the consistency of the credibility premium generated by this distribution-free approach.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:This paper focuses on weighted balanced loss function under the Esscher principle (WBLF) of which we explore the modern practice of credibility theory and we generalize credibility premiums by using the WBLF.
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Key Findings & Data:We obtain a distribution-free approach under the WBLF and the Esscher premium by using a minimization technique.
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Conclusion & Impact:Also, we discuss the consistency of the credibility premium generated by this distribution-free approach.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Credibility premium · Esscher premium · loss function

Abstract

This paper focuses on weighted balanced loss function under the Esscher principle (WBLF) of which we explore the modern practice of credibility theory and we generalize credibility premiums by using the WBLF. We obtain a distribution-free approach under the WBLF and the Esscher premium by using a minimization technique. Also, we discuss the consistency of the credibility premium generated by this distribution-free approach.

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Cite This Article

METİRİ, F., ZEGHDOUDİ, H., REMİTA, M. R. (2022). On weighted balanced loss function under the Esscher principle and credibility premiums. Hacettepe Journal of Mathematics and Statistics, Cilt: 47 - Sayı: 1, 255–265. https://ajindex.com/articles/529804

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