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Credibility theory features of actuar

By Christophe Dutang, Université Claude and Bernard LyonVincent Goulet, Université Laval, Xavier Milhaud, Université Claude and Bernard Lyon


Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of policyholders (henceforth called entities). More generally, they can be seen as prediction methods applicable in any setting where repeated measures are made for subjects with different risk levels

Year: 2010
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