Quantile Credibility Models with Common Effects
Different from classical Bühlmann and Bühlmann Straub credibility models in which independence between different risks are assumed, this paper takes dependence between risks into consideration and extends the classical Bühlmann model by introducing a common stochastic shock element. What is more, in...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/8/4/100 |