More General Credibility Models

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.

Bibliographic Details
Format: Article
Language:English
Published: Inforec Association 2007-01-01
Series:Informatică economică
Subjects:
contracts
unbiased estimators
structure parameters
several approximating functions
semi-linear credibility theory
unique optimal function
parameter estimation
hierarchical semi-linear credibility theory.
Online Access:http://www.revistaie.ase.ro/content/42/atanasiu.pdf
Description
Summary: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.
ISSN:1453-1305
1842-8088

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