In this paper an alternative to the usual credibility premium that arises for weighted balanced
loss function is considered. This is a generalized loss function which includes as a particular …

Background: One of the important tumor markers having critically important applications in
every aspect of treating men with prostatic illness is prostate-specific antigen (PSA), formed …

This paper takes into account the estimation of the unknown model parameters and the
reliability characteristics for a generalized Fréchet distribution under progressive type-II …

In this paper, we calculate premiums that are based on the Conditional Tail Expectation
(CTE) and asymmetric loss functions to account for the risk of both underestimation and …

This paper extends the balanced loss function to a more general setup. The ordinary least
squares estimator (OLSE) and Stein-rule estimator (SRE) are exposed to this general loss …

This work consists of develo** shrinkage estimation strategies for the multivariate normal
mean when the covariance matrix is diagonal and known. The domination of the positive …

This paper develops Bayesian analysis in the context of progressively Type II censored data
from the compound Rayleigh distribution. The maximum likelihood and Bayes estimates …

In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced
loss function. The James–Stein estimator is one of a group of shrinkage estimators that has …

In classical credibility theory, the risks in a portfolio are assumed to be mutually independent
and the premiums are derived under squared loss functions. In this paper, we develop the …

In order to investigate linearly admissible estimators of the common mean parameter in
general linear models, we introduce and motivate the use of a balanced loss function …