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Credibility evaluation for the exponential dispersion family

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  • Landsman, Zinoviy
  • Makov, Udi E.

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  • Landsman, Zinoviy & Makov, Udi E., 1999. "Credibility evaluation for the exponential dispersion family," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 23-29, March.
    • Handle: RePEc:eee:insuma:v:24:y:1999:i:1-2:p:23-29
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    References listed on IDEAS

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    1. Jewell, William S., 1974. "Credible Means are exact Bayesian for Exponential Families," ASTIN Bulletin, Cambridge University Press, vol. 8(1), pages 77-90, September.
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    Cited by:

    1. Gómez-Déniz, E., 2008. "A generalization of the credibility theory obtained by using the weighted balanced loss function," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 850-854, April.
    2. Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
    3. Pitselis, Georgios, 2013. "Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 391-403.
    4. Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.

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