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  • This paper explains the Bayesian version of estimation as a method for calculating credibility premium or credibility number of claims for short-term insurance contracts using two ingredients: past data on the risk itself and collateral data from other sources considered to be relevant. The Poisson/gamma model to estimate the claim frequency for portfolio of policies and Normal/normal model to estimate the pure premium are explained and applied.
  • This paper explains the Bayesian version of estimation as a method for calculating credibility premium or credibility number of claims for short-term insurance contracts using two ingredients: past data on the risk itself and collateral data from other sources considered to be relevant. The Poisson/gamma model to estimate the claim frequency for portfolio of policies and Normal/normal model to estimate the pure premium are explained and applied. (en)
Title
  • Bayesian Estimations in Insurance Theory and Practice
  • Bayesian Estimations in Insurance Theory and Practice (en)
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  • Bayesian Estimations in Insurance Theory and Practice
  • Bayesian Estimations in Insurance Theory and Practice (en)
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  • RIV/00216275:25410/12:39894992!RIV13-MSM-25410___
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  • 124576
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  • RIV/00216275:25410/12:39894992
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  • Normal/normal model; Poisson/gamma model; Bayesian estimator; Posterior distribution,; Prior distribution; Credibility premium (en)
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  • Advances in Mathematical and Computational Methods: proceedings of the 14th WSEAS International Conference on Mathematical and Computational methods in Science and Engeneering
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  • Pacáková, Viera
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issn
  • 2227-4588
number of pages
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  • WSEAS Press
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  • 978-1-61804-117-3
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  • 25410
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