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Estimatorii liniari si omogeni de credibilitate din modelul ierarhic al lui Jewell, utile in asigurarile non-viata si in contabilitatea actuariala

Author

Listed:
  • Gheorghe LEPADATU

    (Universitatea Crestina “Dimitrie Cantemir” Bucuresti)

  • Virginia ATANASIU

    (Academia de Studii Economice, Bucuresti)

  • Iacob Emanuel BACIU

    (Universitatea Crestina “Dimitrie Cantemir” Bucuresti)

Abstract

In this paper, we give the mathematical theory of the hierarchical credibility model, which consists of a portfolio of contracts, for homogeneous linear credibility estimators. The theorem obtained (see section 1) shows that this happens to give the optimal unbiased homogeneous liniarized credibility results. The article analyses some practical insurance problems of non-life insurance, with applications in the actuarial calculations that can be solved by means of credibility theory. It will give more insight and understanding of the theoretical aspects and it will point out the way to the practical possibilities of the credibility models, and of the risk premiums.

Suggested Citation

  • Gheorghe LEPADATU & Virginia ATANASIU & Iacob Emanuel BACIU, 2012. "Estimatorii liniari si omogeni de credibilitate din modelul ierarhic al lui Jewell, utile in asigurarile non-viata si in contabilitatea actuariala," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(1), pages 250-259, March.
    • Handle: RePEc:rsr:supplm:v:60:y:2012:i:1:p:250-259
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