Quantile Credibility Models with Common Effects
نویسندگان
چکیده
منابع مشابه
Claim Dependence with Common Effects in Credibility Models∗
Several credibility models found in published literature have largely been single dimensional in the sense that the observable claims are derived from a single individual risk or a single group of homogeneous risks over a period of time. In the case where the additional dimension of observing different individual risks or different groups of risks are allowed for, the assumption of independence...
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ژورنال
عنوان ژورنال: Risks
سال: 2020
ISSN: 2227-9091
DOI: 10.3390/risks8040100