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Credibility for severity revisited

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1001 ‎$0‎MAPA20080132835‎$a‎Goulet, Vincent
24510‎$a‎Credibility for severity revisited‎$c‎Vincent Goulet, Antoni Forgues and Jiatao Lu
5208 ‎$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
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65011‎$0‎MAPA20080591953‎$a‎Métodos actuariales
65011‎$0‎MAPA20080602444‎$a‎Matemática financiera
65011‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080601737‎$a‎Fórmulas estadísticas
65011‎$0‎MAPA20080618575‎$a‎Teoría de la credibilidad
7001 ‎$0‎MAPA20080162603‎$a‎Forgues, Antonio
7001 ‎$0‎MAPA20080014278‎$a‎Lu, Jiatao
7730 ‎$w‎MAP20077000239‎$d‎Schaumburg, Illinois‎$g‎Vol. 10, nº 1, January 2006 ; p. 49-62‎$t‎North American Actuarial Journal