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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2026 / Volume: 47 Issue: 1

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

Farouk Metiri
Halim Zeghdoudi
Mohamed Riad Remita
Sayfa
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Yayın Tarihi
2018-02-01
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

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

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez: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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Temel Bulgular & Veri:We obtain a distribution-free approach under the WBLF and the Esscher premium by using a minimization technique.
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Sonuç & Katkı:Also, we discuss the consistency of the credibility premium generated by this distribution-free approach.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler: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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Bu Makaleye Atıf Yap

Metiri, F., Zeghdoudi, H., Remita, M. R. (2018). On weighted balanced loss function under the Esscher principle and credibility premiums. Hacettepe Journal of Mathematics and Statistics, Volume: 47 Issue: 1. https://ajindex.com/articles/1402980

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Kaynakça (20)

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