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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Multidimensional Credibility
 Zhuravova, Nadezda ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
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)
Detailed record
Multidimensional Credibility
 Zhuravova, Nadezda ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
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)
Detailed record

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