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- W2318372682 abstract "In this paper, the Bühlmann and Bühlmann-Straub's credibility modelswith a type of dependence structures over risks and over time are discussed.The inhomogeneous and homogeneous credibility estimators of risk premium werederived. The inhomogeneous credibility estimators for the existing credibilitymodels with common effects are extended to slightly more general versions. Theresults obtained shake the classical meaning of the term ``credibility premiums''." @default.
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- W2318372682 date "2015-01-01" @default.
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- W2318372682 title "Credibility models with dependence structure over risks and time horizon" @default.
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- W2318372682 doi "https://doi.org/10.3934/jimo.2015.11.365" @default.
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