Credibility theory features of actuar
نویسندگان
چکیده
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 data set of Hachemeister (1975) and function cm to fit hierarchical (including Bühlmann, Bühlmann-Straub) and regression credibility models. Furthermore, function simul can simulate portfolios of data satisfying the assumptions of the aforementioned credibility models; see the "simulation" vignette for details.
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