Claim dependence in hierarchical credibility models and estimation of structural parameters

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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...

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Bibliographic Details
Main Author:	Ebrahimzadeh, Mahdi
Format:	Thesis
Language:	English
Published:	2012
Subjects:	Credibility theory (Insurance)
Online Access:	http://psasir.upm.edu.my/id/eprint/66460/ http://psasir.upm.edu.my/id/eprint/66460/1/IPM%202012%2010%20IR.pdf

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