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《Journal of Chongqing University of Technology(Natural Science)》 2013-04
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The Credibility Premiums with Time Varying Effects under Balanced Loss Functions

LI Xin-peng,WU Li-jun(College of Mathematics and System Sciences,Xinjiang University,Urumqi 830046,China)  
In classical credibility theory,the risks in a portfolio are assumed to be independent and time varying effects are ignored for specific individual risk in the portfolio.The premiums are derived under squared error loss functions.In this paper,we develop the credibility theory under balanced loss functions with a special dependence structure among the individual risks: induced by time varying effects(Wen et al.,2012).Credibility premiums under balanced loss functions with time varying effects are derived for Bühlmann and Bühlmann-Straub credibility models.
【CateGory Index】: O212.1
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【Citations】
Chinese Journal Full-text Database 1 Hits
1 ZHENG Dan1,ZHANG Yi2,WEN Li-min1(1.College of Mathematics and Informatics,Jiangxi Normal University,Nanchang Jiangxi 330022,China;2.College of Computer Information Engineering,Jiangxi Normal University,Nanchang Jiangxi 330022,China);The Credibility Models with Time Changeable Effects[J];Journal of Jiangxi Normal University(Natural Science Edition);2012-03
【Co-citations】
Chinese Journal Full-text Database 4 Hits
1 FANG Jing1,ZHANG Yi2,WEN Li-min1(1.College of Mathematics and Informatics,Jiangxi Normal University,Nanchang Jiangxi 330022,China;2.College of Computer Information and Engineering,Jiangxi Normal University,Nanchang Jiangxi 330022,China);The Credibility Estimation for the Collective Models[J];Journal of Jiangxi Normal University(Natural Science Edition);2012-06
2 WANG Bing-can1,WEI Yan-hua1,DAI Ning2(1.School of Mathematics and Statistics,Tianshui Normal University,Tianshui Gansu 741001,China; 2.Department of Mathematics,Zhengzhou University,Zhengzhou Henan 450002,China);The Stop-Loss Reinsurance and the Finite Time Ruin Probability of Risk Model[J];Journal of Jiangxi Normal University(Natural Science Edition);2013-02
3 TENG Ye;WU Li-jun;College of Mathematics and System Science,Xinjiang University;;Credibility premiums with double common effects obtained under the exponential premium principle[J];Applied Mathematics A Journal of Chinese Universities(Ser.A);2013-04
4 TENG Ye;WU Li-jun;College of Mathematics and System Science,Xinjiang University;;The credibility premiums with double common effects[J];Journal of Shandong University of Technology(Natural Science Edition);2013-06
【Secondary Citations】
Chinese Journal Full-text Database 2 Hits
1 DING Shu-liang 1, ZHOU Xin-lian 2 (1.Institute of Computer Science and Technology,Jiangxi Normal University,Nanchang 330027,China;2.Department of Math Guangdong Education College,Guangzhou 510303,China);A New Estimation of Reliability Coefficient[J];Journal of Jiangxi Normal University (Natural Sciences Edition);2002-03
2 DENG Guo-hua (Department of Statistics,Jiangxi University of Finance and Economics,Nanchang 330013,China);On the Distribution of the Damages-Acclamation Times in Case That Risks Are of Different Quality[J];Journal of Jiangxi Normal University (Natural Sciences Edition);2004-03
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