Add to ORKGIn this communication we will discuss two regression credibility models from Non – Life Insurance Mathematics that can be solved by means of matrix theory. In the first regression credibility model, starting from a well-known representation formula of the inverse for a special class of matrices a risk premium will be calculated for a contract with risk parameter q. In the next regression credibility model, we will obtain a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject Classification: 62P05
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
Credibility theory is applied in property and casualty insurance to perform prospective experiencera...
In the minds of most statisticians there are (at least) two mutually exclusive approaches to data an...
This thesis is based on the paper \textit{`Quantile credibility models'} by Georgios Pitselis, which...
This communication gives some extensions of the original Bühlmann model. The paper is devoted to se...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
summary:This communication gives some extensions of the original Bühlmann model. The paper is devote...
Solvency II project places emphasis on the modelling and management of risks of the insurance compa...
summary:This paper presents and analyzes the estimators of the structural parameters, in the Bühlman...
Is an original paper, which contains a hierarchical model with three levels, for determining the lin...
This thesis is about insurance models and aspects of uncertainty pertaining to such models. The mode...
Generalized linear models (GLM) have multiple applications, in particular they are a popular tool in...
Is an original paper, which describes techniques for estimating premiums for risks, containing a fra...
In this study, Generalized Linear Models (GLM) examined and Credibility Theory which are frequently ...
In this article we give the mathematical theory of some credibility models. The first section descri...
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
Credibility theory is applied in property and casualty insurance to perform prospective experiencera...
In the minds of most statisticians there are (at least) two mutually exclusive approaches to data an...
This thesis is based on the paper \textit{`Quantile credibility models'} by Georgios Pitselis, which...
This communication gives some extensions of the original Bühlmann model. The paper is devoted to se...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
summary:This communication gives some extensions of the original Bühlmann model. The paper is devote...
Solvency II project places emphasis on the modelling and management of risks of the insurance compa...
summary:This paper presents and analyzes the estimators of the structural parameters, in the Bühlman...
Is an original paper, which contains a hierarchical model with three levels, for determining the lin...
This thesis is about insurance models and aspects of uncertainty pertaining to such models. The mode...
Generalized linear models (GLM) have multiple applications, in particular they are a popular tool in...
Is an original paper, which describes techniques for estimating premiums for risks, containing a fra...
In this study, Generalized Linear Models (GLM) examined and Credibility Theory which are frequently ...
In this article we give the mathematical theory of some credibility models. The first section descri...
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
Credibility theory is applied in property and casualty insurance to perform prospective experiencera...
In the minds of most statisticians there are (at least) two mutually exclusive approaches to data an...