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  • Search: subject:"credibility distribution estimation"
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Bayes-Statistik 1 Bayesian inference 1 Credibility 1 Estimation theory 1 Glaubwürdigkeit 1 Schätztheorie 1 credibility distribution estimation 1 empirical Bayes 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Pitselis, Georgios 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Credibility distribution estimation with weighted or grouped observations
Pitselis, Georgios - In: Risks : open access journal 12 (2024) 1, pp. 1-27
In non-life insurance practice, actuaries are often faced with the challenge of predicting the number of claims and claim amounts to be incurred at any given time, which serve to implement fair pricing and reserves given the nature of the risk. This paper extends Jewell's credible distribution...
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