Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/76489
Title: Deriving credibility premiums under different bayesian methodology
Authors: Gómez Déniz, Emilio 
UNESCO Clasification: 530202 Modelos econométricos
Keywords: Balanced Loss Functions
Credibility
Bayes
Loss Function
Premium, et al
Issue Date: 2008
Publisher: Birkhauser Verlag 
Journal: Advances In Mathematical And Statistical Modeling
Abstract: Credibility theory is a set of quantitative methods that allows an insurer to adjust future premiums based on past experience. Generally, the credibility expression obtained is written as a weighted sum of the sample mean and the collective premium, the premium to be charged to a collective of policyholders in a portfolio. The weighted factor is referred to as the credibility factor. In this paper, a review of credibility theory is presented and new credibility formulae are obtained in a simple and extensive Bayesian methodology.
URI: http://hdl.handle.net/10553/76489
ISBN: 978-0817646257
DOI: 10.1007/978-0-8176-4626-4_16
Source: Advances in mathematical and statistical modeling / Arnold, B.C., Balakrishnan, N., Sarabia Alegria, J.M., Minguez, R. (eds.) p. 219-229, (2008)
Appears in Collections:Capítulo de libro
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