Abstract
In this paper, the model of De Vylder (1982) has been slightly improved upon and generalized. In De Vylder's model one assumption does not seem to be realistic in many cases and another is not satisfactory from a theoretical point of view. The model presented here has been found to be a special case of the credibility model of Bühlmann and Straub.
Volume
9:1
Page
51-57
Year
1990
Categories
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Financial and Statistical Methods
Credibility
Publications
Insurance: Mathematics & Economics
