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Models of Non-Life Insurance Mathematics

Author

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  • Constanta Nicoleta BODEA

Abstract

In this communication we will discuss two regression credibility models from Non – Life Insurance Mathematics that can be solved by means of matrix theory. In the first regression credibility model, starting from a well-known representation formula of the inverse for a special class of matrices a risk premium will be calculated for a contract with risk parameter q. In the next regression credibility model, we will obtain a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject Classification: 62P05.

Suggested Citation

  • Constanta Nicoleta BODEA, 2008. "Models of Non-Life Insurance Mathematics," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(1), pages 40-45.
    • Handle: RePEc:aes:infoec:v:xii:y:2008:i:1:p:40-45
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