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Volumn 26, Issue 1, 1996, Pages 53-69

Credibility and Persistency

Author keywords

Credibility; persistency; statistical decision theory

Indexed keywords


EID: 0347292170     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.1.563233     Document Type: Article
Times cited : (5)

References (17)
  • 1
    • 84958430328 scopus 로고
    • Experience rating and credibility
    • Bühlmann, H. (1967) Experience rating and credibility. ASTIN Bulletin. 4, 199–207.
    • (1967) ASTIN Bulletin , vol.4 , pp. 199-207
    • Bühlmann, H.1
  • 5
    • 0002319207 scopus 로고
    • Surveys of Actuarial Studies, No. 4, Nationale-Nederlanden, Rotterdam, The Netherlands
    • Goovaerts, M.J. and Hoogstad, W.J. (1987) Credibility Theory. Surveys of Actuarial Studies, No. 4, Nationale-Nederlanden, Rotterdam, The Netherlands.
    • (1987) Credibility Theory
    • Goovaerts, M.J.1    Hoogstad, W.J.2
  • 6
    • 84974173062 scopus 로고
    • Credibility is exact Bayesian for exponential families
    • (a)
    • Jewell, W. S. (1974 a) Credibility is exact Bayesian for exponential families. ASTIN Bulletin. 8, 77–90.
    • (1974) ASTIN Bulletin , vol.8 , pp. 77-90
    • Jewell, W.S.1
  • 7
    • 70350302118 scopus 로고
    • Regularity conditions for exact credibility
    • (b)
    • Jewell, W. S. (1974 b) Regularity conditions for exact credibility. ASTIN Bulletin. 8, 336–341.
    • (1974) ASTIN Bulletin , vol.8 , pp. 336-341
    • Jewell, W.S.1
  • 9
    • 65549119766 scopus 로고
    • Credibility theory for some evolutionary models
    • Kremer, E. (1982) Credibility theory for some evolutionary models. Scandinavian Actuarial Journal, 129–142.
    • (1982) Scandinavian Actuarial Journal , pp. 129-142
    • Kremer, E.1
  • 10
    • 84971937209 scopus 로고
    • Credibility models with time-varying trend components
    • Ledolter, J., Klugman, S. and Lee, C.S. (1991), Credibility models with time-varying trend components, ASTIN Bulletin, 21: 73–86.
    • (1991) ASTIN Bulletin , vol.21 , pp. 73-86
    • Ledolter, J.1    Klugman, S.2    Lee, C.S.3
  • 11
    • 85011504587 scopus 로고
    • Planning and control issues
    • (ed. Bluhm, W.F.), chapter 34, ACTEX Publications, Winsted, Connecticut
    • Morewood, F. G. (1992) Planning and control issues. In Group Insurance (ed. Bluhm, W.F.), chapter 34, ACTEX Publications, Winsted, Connecticut.
    • (1992) Group Insurance
    • Morewood, F.G.1
  • 12
    • 84971881690 scopus 로고
    • Linear estimation and credibility in continuous time
    • Norberg, R. (1992) Linear estimation and credibility in continuous time. ASTIN Bulletin. 22, 149–165.
    • (1992) ASTIN Bulletin , vol.22 , pp. 149-165
    • Norberg, R.1
  • 15
    • 85011432624 scopus 로고
    • Credibility under conditions of imperfect persistency
    • (ed. Kahn, P.M.), Academic Press, New York
    • Taylor, G.C. (1975) Credibility under conditions of imperfect persistency. In Credibility: Theory and Applications (ed. Kahn, P.M. ), pp. 391–400, Academic Press, New York.
    • (1975) Credibility: Theory and Applications , pp. 391-400
    • Taylor, G.C.1
  • 17
    • 0347277582 scopus 로고
    • Institute of Insurance and Pension Research, University of Waterloo, Waterloo, Ontario
    • Willmot, G.E. (1994) Introductory Credibility Theory. Institute of Insurance and Pension Research, University of Waterloo, Waterloo, Ontario.
    • (1994) Introductory Credibility Theory
    • Willmot, G.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.