Credibility for severity revisited

DOI10.1080/10920277.2006.10596239MaRDI QIDQ5018708zbMATH OpenOpenAlexFDO

Authors Vincent Goulet, Antoni Forgues, Jiatao Lu

Publication date 22 December 2021

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2006.10596239

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• Multivariate Credibility for Aggregate Loss Models

Cited in

(16)

• Simple risk forecasts using credibility
• Credibility premium for rate-making systems
• Regression tree credibility model
• Exact Credibility and Tweedie Models
• scientific article; zbMATH DE number 2062330 (Why is no real title available?)
• Credibility models in tariffication and reservation
• Some extensions of the Bühlmann-Straub credibility formulae.
• Equity and Credibility
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
• Optimal streams of premiums in multiperiod credibility models
• On greatest accuracy credibility with limited fluctuation
• Credibility theory based on trimming
• Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
• On optimal credibility premiums in multiperiod insurance
• Satisficing credibility for heterogeneous risks
• Simulation of compound hierarchical models in R

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