More General Credibility Models

Virginia Atanasiu ()

Informatica Economica, 2007, vol. XI, issue 2, 126-131

Abstract: This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves.

Keywords: contracts; unbiased estimators; structure parameters; several approximating functions; semi-linear credibility theory; unique optimal function; parameter estimation; hierarchical semi-linear credibility theory. (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:aes:infoec:v:xi:y:2007:i:2:p:126-131

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