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
Awarded by Ministerio de Economia y Competitividad, Spain
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.