Open AccessA Study on the Determination of the Risk-Loaded Premium using Risk Measures in the Credibility Theory
Author(s) -
Hyun Tae Kim,
Young Eun Jeon
Publication year - 2014
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2014.27.1.071
Subject(s) - credibility theory , credibility , risk premium , econometrics , bayes' theorem , measure (data warehouse) , bayesian probability , rank (graph theory) , risk measure , actuarial science , dynamic risk measure , economics , statistics , mathematics , computer science , expected shortfall , risk management , financial economics , data mining , finance , portfolio , political science , law , combinatorics