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A Comparison of Three Credibility Formulae Using Multidimensional Techniques

Hans Bühlmann

ASTIN Bulletin, 1974, vol. 7, issue 3, 203-207

Abstract: Stimulated by the paper of W. S. Jewell) on multidimensional credibility I should like to show that at level 2 assumptions (Jewell's terminology) one can obtain explicit formulae for forecasting total losses in the future based upon total losses and number of claims observed in the past.

Date: 1974
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