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Some extensions of the Buhlmann-Straub credibility formulae.
Authors: Virginia Atanasiu
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Abstract
The paper presents some extensions of the Bühlmann-Straub credibility model. In the sequel we describe covariance structures leading to credibility formulae of the updating type, where the new credibility adjusted premium can be computed as a weighted average of the premium quoted in the previous period and the claims in this period. The credibility formula of the updating type is introduced for a wider class of models from the credibility theory, where the risk parameter does not remain the same ever time, and its properties are studied. Also, the expected values (the means) and credibility formulae of the updating type are emphasized. Finally we establish an application which shows that these formulae are attractive from practical point of view, because easy recursive formulae for the computation of the credibility weights (factors) from the Bühlmann-Straub model, can be derived.E-mail:
Fulltext
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Contents
- Some extensions of the Buhlmann-Straub credibility formulae.
- Postoptimal analysis of multicriteria combinatorial center location problem.
- Flow of an Unsteady Dusty Visco-Elastic Fluid Between Two Moving Plates in Frenet-Frame Field System.
- On preradicals associated to principal functors of module categories. II
- On commutative Moufang loops with some restrictions for subloops and subgroups of its multiplication groups.
- Vector Form of the Finite Fields GF(pm)*.
- A lower bound for a quotient of roots of factorials.
- Some more results on b-Θ -open sets.
- Singular limits of solutions to the Cauchy problem for second order linear differential equations in Hilbert spaces.
- Free Moufang loops and alternative algebras.
- On π-quasigroups isotopic to abelian groups.
- Academician Vladimir Arnautov 70th anniversary.
- Academician Iurie Reabuhin 70th anniversary.
