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A Comparison of Three Credibility Formulae Using Multidimensional Techniques

Published online by Cambridge University Press:  29 August 2014

Hans Bühlmann
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Stimulated by the paper of W. S. Jewell) on multidimensional credibility I should like to show that at level 2 assumptions (Jewell's terminology) one can obtain explicit formulae for forecasting total losses in the future based upon total losses and number of claims observed in the past.

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 7 , Issue 3 , March 1974 , pp. 203 - 207
Copyright
Copyright © International Actuarial Association 1974

References

page 203 note *) William S. Jewell, „Multi-Dimensional Credibility‟, Operations Research Center Report No. 73-7. Department of Industrial Engineering and Operations Research. University of California, Berkeley. This paper was presented to the 10th ASTIN Colloquium held at the University of Essex U.K. 1973. In agreement with the author it will not be published in the Astin Bulletin.