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Numerical Evaluation Of Loaded Credibility

Author

Listed:
  • Virginia ATANASIU

    (Mathematics Department, Academy of Economic Studies, Bucharest)

Abstract

An 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.

Suggested Citation

  • Virginia ATANASIU, 2010. "Numerical Evaluation Of Loaded Credibility," Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010 8, 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.
    • Handle: RePEc:rom:km2010:8
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    File URL: https://ccasp.ase.ro/KM2010/8.pdf
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    More about this item

    Keywords

    esscher premium; variance premium; the linearized credibility formula.;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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