Admissible and Minimax Estimators of ...r in the Gamma Distribution with Truncated Parameter Space.
Minimax estimation of a class of functions of the scale parameter in the gamma and other distributions in the case of truncated parameter space
On optimal credibility premiums in multiperiod insurance
This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.
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