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NUMERICAL EVALUATION OF LOADED CREDIBILITY

Virginia Atanasiu ()
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Virginia Atanasiu: Mathematics Department, Academy of Economic Studies, Bucharest

No 8, Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010 from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education

Abstract: An original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.

Keywords: esscher premium; variance premium; the linearized credibility formula. (search for similar items in EconPapers)
JEL-codes: D81 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2010-08
New Economics Papers: this item is included in nep-cmp and nep-rmg
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