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On credibility evaluation and the tail area of the exponential dispersion family

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  • Landsman, Zinoviy
  • Makov, Udi E.

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  • Landsman, Zinoviy & Makov, Udi E., 2000. "On credibility evaluation and the tail area of the exponential dispersion family," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 277-283, December.
    • Handle: RePEc:eee:insuma:v:27:y:2000:i:3:p:277-283
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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.

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