Search Results - subject:"risk parameter"

Rent seeking and precautionary bidding in conservation auctions

Wichmann, Bruno - In: Canadian journal of agricultural economics : CJAE 72 (2024) 3, pp. 235-249

Persistent link: https://www.econbiz.de/10015121042

Practical Aspects of Credibility Theory Aiming the Hierarchical Model with Two-Levels

ATANASIU, Virginia; VLADU, Daniela Mihaela - In: Romanian Statistical Review Supplement 60 (2012) 2, pp. 29-43

It is an original paper, which shows how the hierarchical model with two levels, can be used to determine the linear non-homogeneous credibility premiums at the sector level and at the contract level. The fact that it is based on complicated mathematics, involving conditional expectations,...

Persistent link: https://www.econbiz.de/10010859953

Two regression credibility models

BODEA, Constanta-Nicoleta; ATANASIU, Virginia - In: Annals - Economy Series 1 (2010) April, pp. 111-126

formula of the inverse for a special class of matrices a risk premium will be calculated for a contract with risk parameter θ …

Persistent link: https://www.econbiz.de/10008470496

Models of Non-Life Insurance Mathematics

BODEA, Constanta Nicoleta - In: Informatica Economica XII (2008) 1, pp. 40-45

-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 …

Persistent link: https://www.econbiz.de/10009416328