An original paper, which describes techniques for estimating premiums for risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk premium.esscher premium, variance premium, the linearized credibility formula.

Virginia ATANASIU

English

Research Papers in Economics

NUMERICAL EVALUATION OF LOADED CREDIBILITY 
  
Virginia ATANASIU 
  
Ph.D., lecturer,  
Mathematics Department, Academy of Economic Studies, Bucharest 
virginia_atanasiu@yahoo.com 
  
 
Abstract:  An  original  paper,  which  describes  techniques  for  estimating  premiums  for 
risks, containing a fraction (a part) of the variance of the risk as a loading on the net risk 
premium.  
 
Keywords: Esscher premium, variance premium, the linearized credibility formula. 
 
BIBLIOGRAPHY:  
  
1.  Goovaerts,  M.J.,  Kaas,  R.,  Van  Herwaarden,  A.E.  and  Bauwelinckx,  T.  Insurance 
Series,  volume  3,  Effective  Actuarial  Methods,    University  of  Amsterdam,  The 
Netherlands, 1991.  
2. Lepădatu, Gh.  The Modern Accouting And The Requirements Of IFRS. IFRS 7  
Financial Instruments, Metalurgia International, no. 4 special issue, vol.XIV, (2009): 5-9.  
3. Lepădatu, Gh. Why Economy Based On Knowledge?, Metalurgia International, no. 7, 
vol. XIV (2009): 59-60.  
4. Pentikäinen, T., Daykin, C.D., and Pesonen, M.  Practical Risk Theory for Actuaries, 
Université Pierré et Marie Curie, 1990. 

NUMERICAL EVALUATION OF LOADED CREDIBILITY

Abstract

Similar works

Full text

Available Versions

Research Papers in Economics