Return to search

Vícerozměrná kredibilita / Multidimensional Credibility

The aim of this graduation work is theoretically describe and also demonstrate the practical application of the theory of credibility in the multidimensional case. This theory is one of the most frequently used methods for calculating premiums, expected claims frequency or the expected average amount of damage. In this work we describe multidimensional Bühlmann-Straub credibility model and two- dimensional model with a known distribution. For each of these models we derive credibility estimate and examples of using these estimates in practice. Both models are compared on simulated data. Powered by TCPDF (www.tcpdf.org)

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:329955
Date January 2014
CreatorsZhuravova, Nadezda
ContributorsMazurová, Lucie, Pešta, Michal
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

Page generated in 0.0016 seconds