Numerical Evaluation Of Loaded Credibility
AbstractAn original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.
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Bibliographic InfoPaper provided by Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education in its series Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010 with number 8.
Length: 6 pages
Date of creation: Aug 2010
Date of revision:
esscher premium; variance premium; the linearized credibility formula.;
Find related papers by JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-16 (All new papers)
- NEP-CMP-2011-01-16 (Computational Economics)
- NEP-RMG-2011-01-16 (Risk Management)
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