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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: | https://accedacris.ulpgc.es/handle/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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