Journal article

Credibility premiums for natural exponential family and general 0-1 loss function

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Chilean Journal of Statistics | SOC CHILENA ESTADISTICA-SOCHE | Published : 2015

University of Melbourne Researchers


Awarded by Ministerio de Economia y Competitividad, Spain

Funding Acknowledgements

Authors partially funded by grant ECO2013-47092 (Ministerio de Economia y Competitividad, Spain). The authors are indebted to an anonymous referee for helpful comments and suggestions which, without doubt, helped to improve an earlier version of the paper.