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Credibility for severity revisited

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<title>Credibility for severity revisited</title>
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<namePart>Goulet, Vincent</namePart>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080162603">
<namePart>Forgues, Antonio</namePart>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080014278">
<namePart>Lu, Jiatao</namePart>
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<dateIssued encoding="marc">2006</dateIssued>
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<abstract>It 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</abstract>
<note type="statement of responsibility">Vincent Goulet, Antoni Forgues and Jiatao Lu</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
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<topic>Métodos actuariales</topic>
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<topic>Matemática financiera</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<topic>Fórmulas estadísticas</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080618575">
<topic>Teoría de la credibilidad</topic>
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<classification authority="">6</classification>
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<title>North American Actuarial Journal</title>
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<publisher>Schaumburg, Illinois</publisher>
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<identifier type="local">MAP20077000239</identifier>
<part>
<text>Vol. 10, nº 1, January 2006 ; p. 49-62</text>
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<recordIdentifier source="MAP">MAP20071507862</recordIdentifier>
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