{"title":"Credibility Theory for Variance Premium Principle","authors":"Yaodi Yong, Pingping Zeng, Yiying Zhang","doi":"10.1080/10920277.2023.2299497","DOIUrl":null,"url":null,"abstract":"The method of credibility theory plays a critical role in various research areas of actuarial science. Among others, the hypothetical mean and process variance are two quantities that convey crucia...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"North American Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10920277.2023.2299497","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0
Abstract
The method of credibility theory plays a critical role in various research areas of actuarial science. Among others, the hypothetical mean and process variance are two quantities that convey crucia...