IDEAS home Printed from https://ideas.repec.org/a/aes/infoec/vxiiy2008i2p22-28.html

Multi-Level Model

Author

Listed:
  • Constanta Nicoleta BODEA

Abstract

Is an original paper, which contains a hierarchical model with three levels, for determining the linearized non-homogeneous and homogeneous credibility premiums at company level, at sector level and at contract level, founded on the relevant covariance relations between the risk premium, the observations and the weighted averages. We give a rather explicit description of the input data for the multi- level hierarchical model used, only to show that in practical situations, there will always be enough data to apply credibility theory to a real insurance portfolio.

Suggested Citation

  • Constanta Nicoleta BODEA, 2008. "Multi-Level Model," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(2), pages 22-28.
    • Handle: RePEc:aes:infoec:v:xii:y:2008:i:2:p:22-28
    as

    Download full text from publisher

    File URL: http://revistaie.ase.ro/content/46/Bodea.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. repec:cup:astinb:v:10:y:1978:i:01:p:99-112_00 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aes:infoec:v:xii:y:2008:i:2:p:22-28. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Paul Pocatilu (email available below). General contact details of provider: https://edirc.repec.org/data/aseeero.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.