Składki zaufania z zastosowaniem niesymetrycznych funkcji strat
Credibility premiums using asymmetric loss functions
Author(s): Wojciech Kordecki, Helena JasiulewiczSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: credibility premium; Linex loss function; Bayes estimator
Summary/Abstract: The paper presents asymmetric loss functions (Linex, Stein, Entropy) in the context of insurance. The obtained estimators of insurance premium net which use asymmetric loss function Linex are discussed. The analysis of obtained estimators and their comparison with estimators of premium net determined by the quadratic loss function is carried out
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2011
- Issue No: 207
- Page Range: 101-117
- Page Count: 17
- Language: Polish
