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The Hachemeister’s Algorithm for Heterogenous Portofolios

Author

Listed:
  • Mihaela GRUIESCU

    (Romanian – American University, Bucharest, Romania)

  • Octavia Elena DOBRE

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

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.

Suggested Citation

  • Mihaela GRUIESCU & Octavia Elena DOBRE, 2008. "The Hachemeister’s Algorithm for Heterogenous Portofolios," Journal of Information Systems & Operations Management, Romanian-American University, vol. 2(2), pages 560-566, November.
    • Handle: RePEc:rau:jisomg:v:2:y:2008:i:2:p:560-566
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