Estimatorii liniari si omogeni de credibilitate din modelul ierarhic al lui Jewell, utile in asigurarile non-viata si in contabilitatea actuariala

Gheorghe Lepadatu, Virginia Atanasiu and Iacob Emanuel Baciu
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Gheorghe Lepadatu: Universitatea Crestina “Dimitrie Cantemir” Bucuresti
Virginia Atanasiu: Academia de Studii Economice, Bucuresti
Iacob Emanuel Baciu: Universitatea Crestina “Dimitrie Cantemir” Bucuresti

Romanian Statistical Review Supplement, 2012, vol. 60, issue 1, 250-259

Abstract: In this paper, we give the mathematical theory of the hierarchical credibility model, which consists of a portfolio of contracts, for homogeneous linear credibility estimators. The theorem obtained (see section 1) shows that this happens to give the optimal unbiased homogeneous liniarized credibility results. The article analyses some practical insurance problems of non-life insurance, with applications in the actuarial calculations that can be solved by means of credibility theory. It will give more insight and understanding of the theoretical aspects and it will point out the way to the practical possibilities of the credibility models, and of the risk premiums.

Keywords: the solution of the hierarchical credibility model; non-homogeneous linear credibility estimates; homogeneous linear credibility approximations; the results with the parameters estimated as in the previous theorem (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:250-259

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