Add to ORKGThis thesis is based on the paper \textit{`Quantile credibility models'} by Georgios Pitselis, which was published in 2013. It introduces credibility theory and shows how quantiles can be incorporated in the B\"uhlmann-Straub model and the Hachemeister's regression model. For each model, a numeric example is presented
In this paper one of the foundational theories in actuarial science-the Empirical Bayes credibility ...
Insurance ratemaking, which is the process of setting an adequate amount of premium for an insured e...
Abstract In classical credibility theory, claims are assumed to be independent over risks. However, ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
In this communication we will discuss two regression credibility models from Non – Life Insuran...
Solvency II project places emphasis on the modelling and management of risks of the insurance compa...
The efficient use of available data to forecast future performance is one of the central concerns of...
This thesis introduces two estimation mechanisms to estimate risk premium; namely, Bayesian premium ...
This paper introduces nonparametric Bayesian credibility without imposing stringent parametric assum...
Bayesian Inference is used to develop a credibility estimator and a method to compute insurance p...
Credibility theory is widely used in insurance. It is included in the examination of the Society of ...
This paper focuses on the problem of an optimal stream of premiums in a multiperiod credibility mode...
We propose a Bayesian analysis to develop credibility estimates of the well known Biihlmann-Straub m...
This article presents a new credibility estimation of the probability distributions of risks under B...
This paper deals with the use of parametric quantile regression for the calculation of a loaded prem...
In this paper one of the foundational theories in actuarial science-the Empirical Bayes credibility ...
Insurance ratemaking, which is the process of setting an adequate amount of premium for an insured e...
Abstract In classical credibility theory, claims are assumed to be independent over risks. However, ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
In this communication we will discuss two regression credibility models from Non – Life Insuran...
Solvency II project places emphasis on the modelling and management of risks of the insurance compa...
The efficient use of available data to forecast future performance is one of the central concerns of...
This thesis introduces two estimation mechanisms to estimate risk premium; namely, Bayesian premium ...
This paper introduces nonparametric Bayesian credibility without imposing stringent parametric assum...
Bayesian Inference is used to develop a credibility estimator and a method to compute insurance p...
Credibility theory is widely used in insurance. It is included in the examination of the Society of ...
This paper focuses on the problem of an optimal stream of premiums in a multiperiod credibility mode...
We propose a Bayesian analysis to develop credibility estimates of the well known Biihlmann-Straub m...
This article presents a new credibility estimation of the probability distributions of risks under B...
This paper deals with the use of parametric quantile regression for the calculation of a loaded prem...
In this paper one of the foundational theories in actuarial science-the Empirical Bayes credibility ...
Insurance ratemaking, which is the process of setting an adequate amount of premium for an insured e...
Abstract In classical credibility theory, claims are assumed to be independent over risks. However, ...