Claim dependence in hierarchical credibility models and estimation of structural parameters
One of the most important techniques used in general insurance pricing is the credibility ratemaking. In general we can say, credibility theory is a quantitative tool that allows an insurer to combine the past experience of a policyholder to the premium in a risk class or group of risk classes. In t...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2012
|
| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/66460/1/IPM%202012%2010%20IR.pdf |