Credibility for severity revisited
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100 | 1 | $0MAPA20080132835$aGoulet, Vincent | |
245 | 1 | 0 | $aCredibility for severity revisited$cVincent Goulet, Antoni Forgues and Jiatao Lu |
520 | 8 | $aIt is basic actuarial knowledge that the pure premium of an insurance contract can be written as the product of the expected claim number and the expected claim ammount. Actuaries use credibility theory to incorporate the contract's individual experience into this calculation in a statistically optimal way. For many years, however, the use of credibility was limited to the frequency component. This paper reviews four different formulas incoporating frequency and severity into credibility calculations | |
650 | 0 | 1 | $0MAPA20080579258$aCálculo actuarial |
650 | 1 | 1 | $0MAPA20080591953$aMétodos actuariales |
650 | 1 | 1 | $0MAPA20080602444$aMatemática financiera |
650 | 1 | 1 | $0MAPA20080602437$aMatemática del seguro |
650 | 1 | 1 | $0MAPA20080601737$aFórmulas estadísticas |
650 | 1 | 1 | $0MAPA20080618575$aTeoría de la credibilidad |
700 | 1 | $0MAPA20080162603$aForgues, Antonio | |
700 | 1 | $0MAPA20080014278$aLu, Jiatao | |
773 | 0 | $wMAP20077000239$dSchaumburg, Illinois$gVol. 10, nº 1, January 2006 ; p. 49-62$tNorth American Actuarial Journal |