Credibility Models (Basics)

Schmidt, Klaus D.

doi:10.1007/978-3-319-30056-6_11

Klaus D. Schmidt¹⁰

Part of the book series: EAA Series ((EAAS))

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Abstract

Credibility methods predict a non-observable random variable or a non-observable random vector by an affine-linear transformation of observable random variables which satisfies a certain optimality criterion.

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Technische Universität Dresden, Dresden, Germany
Klaus D. Schmidt

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Klaus D. Schmidt
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Correspondence to Klaus D. Schmidt .

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Lohmar, Germany
Michael Radtke
Freital, Germany
Klaus D. Schmidt
Kerpen, Germany
Anja Schnaus

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Schmidt, K.D. (2016). Credibility Models (Basics). In: Radtke, M., Schmidt, K.D., Schnaus, A. (eds) Handbook on Loss Reserving. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-30056-6_11

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DOI: https://doi.org/10.1007/978-3-319-30056-6_11
Published: 28 October 2016
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-30054-2
Online ISBN: 978-3-319-30056-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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