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- W2032082375 abstract "In classical credibility models, claims are assumed to be independent and identically distributed. In many practical situations, however, claims are not identically distributed. In this paper, we present the assumptions of risk heterogeneous portfolio, the credibility models with dependent risk structure have been built under exponential principle. By means of the orthogonal projection method, the credibility estimator is obtained. The results generalize some well known existing results in credibility theory. Keywords—risk heterogeneous, credibility estimator, orthogonal projection, dependent risk" @default.
- W2032082375 created "2016-06-24" @default.
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- W2032082375 date "2014-01-01" @default.
- W2032082375 modified "2023-09-23" @default.
- W2032082375 title "A generalization Credibility Premium Estimator with Dependent Risk Structure under the Exponential Premium Principle" @default.
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- W2032082375 doi "https://doi.org/10.2991/gefhr-14.2014.63" @default.
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