Credibility Models

The paper presents the mathematical theory of some credibility models, involving complicated properties of conditional expectations and conditional covariance. The fact that is based on complicated mathematics will give more insight and understanding of the theoretical aspects and will point the way to the practical possibilities of the credibility models.

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Year of publication:	2006
Authors:	ATANASIU, Virginia
Published in:	Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. X.2006, 2, p. 150-154
Publisher:	Academia de Studii Economice din Bucureşti
Subject:	the risk premium \| the credibility calculations

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Extent:	application/pdf
Type of publication:	Article
Language:	Romanian
Source:	RePEc - Research Papers in Economics

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