More General Credibility Models
This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves.
| Format: | Article |
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| Language: | English |
| Published: |
Inforec Association
2007-01-01
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| Series: | Informatică economică |
| Subjects: | |
| Online Access: | http://www.revistaie.ase.ro/content/42/atanasiu.pdf |