Download or read book Three Papers in Credibility Theory The Use of Collateral Data in Credibility Theory A Hierarchical Model Bayesian Regression and Credibility Theory Bayesian Inverse Regression and Discrimination An Application of Credibility Theory written by and published by . This book was released on 1976 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In classical credibility theory, a linearized Bayesian forecast of the fair premium for an individual risk contract is made using prior estimates of the collective fair premium and individual experience data. However, collateral data from other contracts in the same portfolio is not used, in spite of intuitive feelings that this data would contain additional evidence about the quality of the risk collective from which the portfolio was drawn. By using a hierarchical model, one makes the individual risk parameters exchangeable, in the sense of de Finetti, and a modified credibility formula is obtained which uses the collateral data in an intuitively satisfying manner. The homogeneous formula of Buhlmann and Straub is obtained as a limiting case when the hyperprior distribution becomes 'diffuse'.

Download or read book Three Papers in Credibility Theory written by William S. Jewell and published by . This book was released on 1976 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: The use of collateral data in credibility theory: A hierarchical model; Bayesian regression and credibility theory; and Bayesian inverse regression and discrimination: An application of credibility theory.

Download or read book The Use of Collateral Data in Credibility Theory written by William S. Jewell and published by . This book was released on 1975 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Transactions of the 21st International Congress of Actuaries Zurich and Lausanne 19th 26 June 1980 written by and published by . This book was released on 1980 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Credibility Theory written by Thomas N. Herzog and published by . This book was released on 1999 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Documentation Abstracts written by and published by . This book was released on 1977 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book R D Abstracts written by Technology Reports Centre (Great Britain) and published by . This book was released on 1977 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Government Reports Announcements Index written by and published by . This book was released on 1977 with total page 1134 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modern Statistical Methods in Credibility Theory written by Yu Luo and published by . This book was released on 2000 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Solutions Manual for Introduction to Credibility Theory written by Thomas N. Herzog and published by . This book was released on 1996 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Model Variations in Credibility Theory written by William S. Jewell and published by . This book was released on 1974 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical credibility theory is a linearized Bayesian forecasting method, in which the expected value of the next observation is obtained as a mixture of a prior mean and the sample mean of observed data. In this paper, the author considers a variety of extensions to this model which appear to have practical importance. The main tool is least-squares theory.

Download or read book Credibility Theory Linear Bayesian Estimation and the Kalman Filter written by Piet De Jong and published by . This book was released on 1981 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Credibility Theory written by Benjamin Zehnwirth and published by . This book was released on 1982 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Review of Credibility Theory written by Gregory Clive Taylor and published by . This book was released on 1974 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Credibility theory under the collective risk model written by and published by . This book was released on 1985 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Working Paper written by Henrik Ramlau-Hansen and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Credibility written by Paul Markham Kahn and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: