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The Utility of the Credibility Theory

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Author Info

  • Gheorghe LEPADATU

    (Christian University “Dimitrie Cantemir” Bucharest)

  • Virginia ATANASIU

    (Academy of Economic Studies, Bucharest)

  • Mihaela Daniela VLADU

    (Christian University “Dimitrie Cantemir” Bucharest)

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    Abstract

    In this paper, we give the mathematical theory of the credibility model incorporating risk volumes. In the simple model of Section 1, we assumed that the risk volume was the same for all years. Often, in particular in reinsurance, one wants to allow for varying risk volumes, and for that purpose we introduced the following model.

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    File URL: http://www.revistadestatistica.ro/suplimente/2012/1/srrs1_2012a02.pdf
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    Bibliographic Info

    Article provided by Romanian Statistical Review in its journal Romanian Statistical Review Supplement.

    Volume (Year): 60 (2012)
    Issue (Month): 1 (March)
    Pages: 15-21

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    Handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:15-21

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    Related research

    Keywords: a ceded insurance portfolio; the total claim amount of year j; some measure of the risk volume in year j; the number of risks in the portfolio in year j; the credibility model incorporating risk volumes;

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