Veuillez utiliser cette adresse pour citer ce document : https://zone.biblio.laurentian.ca/handle/10219/2198
Titre: Credibility modeling with applications
Auteurs: Khapaeva, Tatiana
Mots clés: credibility modeling;statistical modeling;class perspective;aggregate perspective;Bayesian;Buhlmann;Buhlmann-Straub
Date publié: 16-mai-2014
Éditeur: Laurentian University of Sudbury
Abstrait: The purpose of this thesis is to show how the theory and practice of credibility can bene t statistical modeling. The task was, fundamentally, to derive models that could provide the best estimate of the losses for any given class and also to assess the variability of the losses, both from a class perspective as well as from an aggregate perspective. The model tting and diagnostic tests will be carried out using standard statistical packages. A case study that predicts the number of deaths due to cancer is considered, utilizing data furnished by the Colorado Department of Public Health and Environment. Several credibility models are used, including Bayesian, B uhlmann and B uhlmann-Straub approaches, which are useful in a wide range of actuarial applications.
URI: https://zone.biblio.laurentian.ca/dspace/handle/10219/2198
Apparaît dans les collections:Computational Sciences - Master's theses
Master's Theses

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