IDEAS home Printed from https://ideas.repec.org/a/aes/infoec/vxiiy2008i2p12-17.html
   My bibliography  Save this article

Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function

Author

Listed:
  • Virginia ATANASIU

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.

Suggested Citation

  • Virginia ATANASIU, 2008. "Linearized Credibility Formula for Exponentially Weighted Squared Error Loss Function," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(2), pages 12-17.
    • Handle: RePEc:aes:infoec:v:xii:y:2008:i:2:p:12-17
    as

    Download full text from publisher

    File URL: http://revistaie.ase.ro/content/46/Atanasiu.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Virginia ATANASIU & Daniela Mihaela VLADU, 2012. "Practical Aspects of Credibility Theory Aiming the Hierarchical Model with Two-Levels," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(2), pages 29-43, May.
    2. Carmen Lenuta TRICA, 2008. "The Hachemeister Regression Model," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(3), pages 133-137.
    3. Virginia ATANASIU, 2008. "Explicit Description of the Input Data for the Program CRAC 2.0 Used in the Applications of the Credibility Theory," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(1), pages 28-32.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aes:infoec:v:xii:y:2008:i:2:p:12-17. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Paul Pocatilu (email available below). General contact details of provider: https://edirc.repec.org/data/aseeero.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.