Primele de credibilitate la nivelul sectorului si a contractului pentru modelul ierarhic cu 2 nivele a lui Jewell

Gheorghe Lepadatu, Virginia Atanasiu and Mihaela Daniela Vladu
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Gheorghe Lepadatu: Universitatea Crestina “Dimitrie Cantemir” Bucharest
Virginia Atanasiu: Academia de Studii Economice, Bucuresti
Mihaela Daniela Vladu: Universitatea Crestina “Dimitrie Cantemir” Bucharest

Romanian Statistical Review Supplement, 2012, vol. 60, issue 1, 205-217

Abstract: In many cases there is more than one risk factor dividing the portfolio in different subclasses or sectors. One could for instance consider a first subdivision in industrial fire insurance and fire insurance covering private households. Other risk factors may be used to further classify the contracts, like how the building is used or constructed. Thus we get classes of nearly homogeneous contracts.

Keywords: a hierarchical model with two levels; the pure risk premium of the sector; credibility estimate for the contract level. premiums; applications in the actuarial calculations. (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:60:y:2012:i:1:p:205-217

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