Estimation of the Credibility in the Original Bühlmann Model Illustrated by Introducing a Regression Technique

In this article we give the mathematical theory of some credibility models. The first section describes the original credibility model of Bühlmann and we derive the best linearized credibility estimator for this model. His original model, involving only one contract, contains the basics of all furth...

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Bibliographic Details
Main Author: Virginia ATANASIU
Format: Article
Language:English
Published: Inforec Association 2006-01-01
Series:Informatică economică
Subjects:
Online Access:http://revistaie.ase.ro/content/39/atanasiu.pdf