Please use this identifier to cite or link to this item: https://zone.biblio.laurentian.ca/handle/10219/2198
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dc.contributor.authorKhapaeva, Tatiana-
dc.date.accessioned2014-05-16T18:06:32Z-
dc.date.available2014-05-16T18:06:32Z-
dc.date.issued2014-05-16-
dc.identifier.urihttps://zone.biblio.laurentian.ca/dspace/handle/10219/2198-
dc.description.abstractThe 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.en_CA
dc.language.isoenen_CA
dc.publisherLaurentian University of Sudburyen_CA
dc.subjectcredibility modelingen_CA
dc.subjectstatistical modelingen_CA
dc.subjectclass perspectiveen_CA
dc.subjectaggregate perspectiveen_CA
dc.subjectBayesianen_CA
dc.subjectBuhlmannen_CA
dc.subjectBuhlmann-Strauben_CA
dc.titleCredibility modeling with applicationsen_CA
dc.typeThesisen_CA
dc.description.degreeMaster's Thesisen_CA
dc.publisher.grantorLaurentian University of Sudburyen_CA
Appears in Collections:Master's theses
Master's Theses

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