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The Hachemeister’s Algorithm for Heterogenous Portofolios

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Author Info

  • Mihaela GRUIESCU

    (Romanian – American University, Bucharest, Romania)

  • Octavia Elena DOBRE

    (H.S.B.C., Paris, France)

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    Abstract

    The Hachemeister’s model is based on an econometric essence combined with one of numeral analysis, both applied on goods insurance. The specific feature of using this type of numeral analysis model given other types of model for premium establishment is the fact that takes in consideration both the evolution in time of contracts number and of inflation’s effect over the value of demands showed during time and also the fact that it can be applied succesfully where we have to provide for an heterogenous risks portofolio.

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    File URL: http://www.rebe.rau.ro/RePEc/rau/jisomg/FA08/JISOM-FA08-A24.pdf
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    Bibliographic Info

    Article provided by Romanian-American University in its journal Journal of Information Systems and Operation Management.

    Volume (Year): 2 (2008)
    Issue (Month): 2 (November)
    Pages: 560-566

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    Handle: RePEc:rau:jisomg:v:2:y:2008:i:2:p:560-566

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    Related research

    Keywords: heterogenous portofolios; theory of credibility; risk premiums;

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