The hierarchical credibility model as a generalisation of the Buhlmann-Straub model and its application

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F10%3A39882182" target="_blank" >RIV/00216275:25410/10:39882182 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The hierarchical credibility model as a generalisation of the Buhlmann-Straub model and its application
Original language description
Credibility theory is an experience rating technique to determine premiums, claim frequencies or claim sizes of a heterogeneous insurance portfolio. Two sources of information are used in the calculation of the credibility estimators: knowledge about theindividual risk and about entire portfolio. The procedure for calculating the credibility model is an extension of the Buhlmann-Straub model on the various level of the hierarchy tree. The paper also includes an application of credibility theory and techniques for motor vehicle third-party liability insurance.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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