Abstract
In the classical credibility model the conditional independence of the claims amounts is given up and replaced by a more general assumption. A formula for the credibility estimator is given and a practical parameter estimation procedure proposed.
Keywords: Credibility, Bühlmann model, Regression model
Keywords: Credibility, Bühlmann model, Regression model
Volume
Toyko
Year
1999
Categories
Financial and Statistical Methods
Statistical Models and Methods
Regression
Financial and Statistical Methods
Credibility
Publications
ASTIN Colloquium
