A Comparison of Three Credibility Formulae Using Multidimensional Techniques

Abstract
Stimulated by the paper of W. S. Jewell *) on multidimensional credibility I should like to show t h a t at level 2 assumptions (Jewell's terminology) one can obtain explicit formulae for forecasting total losses in the future based upon total losses and number of claims observed in the past.
Volume
7:3
Page
203-207
Year
1974
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
Authors
Hans Bühlmann