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