Credibility Models

Virginia Atanasiu ()

Informatica Economica, 2006, vol. X, issue 2, 150-154

Abstract: The paper presents the mathematical theory of some credibility models, involving complicated properties of conditional expectations and conditional covariance. The fact that is based on complicated mathematics will give more insight and understanding of the theoretical aspects and will point the way to the practical possibilities of the credibility models.

Keywords: the risk premium; the credibility calculations (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:aes:infoec:v:x:y:2006:i:2:p:150-154

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