Primele de credibilitate la nivelul sectorului si a contractului pentru modelul ierarhic cu 2 nivele a lui Jewell
In many cases there is more than one risk factor dividing the portfolio in different subclasses or sectors. One could for instance consider a first subdivision in industrial fire insurance and fire insurance covering private households. Other risk factors may be used to further classify the contracts, like how the building is used or constructed. Thus we get classes of nearly homogeneous contracts.
Year of publication: |
2012
|
---|---|
Authors: | LEPADATU, Gheorghe ; ATANASIU, Virginia ; VLADU, Mihaela Daniela |
Published in: |
Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 60.2012, 1, p. 205-217
|
Publisher: |
Institutul National de Statistica şi Studii Economice (INSSE) |
Subject: | a hierarchical model with two levels | the pure risk premium of the sector | credibility estimate for the contract level. premiums | applications in the actuarial calculations |
Saved in:
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