Some results on quadratic credibility premium using the balanced loss function
Purpose – This paper generalizes the quadratic framework introduced by Le Courtois (2016) and Sumpf (2018), to obtain new credibility premiums in the balanced case, i.e. under the balanced squared error loss function. More precisely, the authors construct a quadratic credibility framework under the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2023-07-01
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| Series: | Arab Journal of Mathematical Sciences |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AJMS-08-2021-0192/full/pdf |