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 further credibility models. Section 2 contains a description of the Hachemeister regression model allowing for effects like inflation.

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Year of publication:	2006
Authors:	ATANASIU, Virginia
Published in:	Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. X.2006, 3, p. 149-152
Publisher:	Academia de Studii Economice din Bucureşti
Subject:	linearized regression credibility premium \| the original credibility model of Bühlmann

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Extent:	application/pdf
Type of publication:	Article
Language:	Romanian
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009416303