Calculation of Provisions Using Credibility Theory
نویسندگان
چکیده
منابع مشابه
Credibility Theory
This survey of actuarial credibility theory traces its origins, describes its evolutionary history, gives an account of its main issues and results, and assesses its merits with a view to related work in statistical science. Key-words: Experience rating, limited fluctuation theory, greatest accuracy theory, Bayes, linear Bayes, empirical Bayes, hierarchical models, Hilbert space methods, recurs...
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JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected].. Oxford University Press and The Review of Economic Studie...
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This paper suggests a novel approach for ranking the most applicable fuzzy numbers, i.e. $LR$-fuzzy numbers. Applying the $alpha$-optimistic values of a fuzzy number, a preference criterion is proposed for ranking fuzzy numbers using the Credibility index. The main properties of the proposed preference criterion are also studied. Moreover, the proposed method is applied for ranking fuzz...
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Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of policyholders (henceforth called entities). More generally, they can be seen as prediction methods applicable in any setting where repeated measures are made for subjects with different risk levels. The credibility theory features of actuar consist of matrix hachemeister containing the famous dat...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1974
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s0515036100006103