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The Utility of the Credibility Theory

Author

Listed:
  • Gheorghe LEPADATU

    (Christian University “Dimitrie Cantemir” Bucharest)

  • Virginia ATANASIU

    (Academy of Economic Studies, Bucharest)

  • Mihaela Daniela VLADU

    (Christian University “Dimitrie Cantemir” Bucharest)

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.

Suggested Citation

  • Gheorghe LEPADATU & Virginia ATANASIU & Mihaela Daniela VLADU, 2012. "The Utility of the Credibility Theory," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(1), pages 15-21, March.
    • Handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:15-21
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