Extension and Application of Credibility Models in Predicting Claim Frequency

In nonlife actuarial science, credibility models are one of the main methods of experience ratemaking. Bühlmann-Straub credibility model can be expressed as a special case of linear mixed models (LMMs) with the underlying assumption of normality. In this paper, we extend the assumption of Bühlmann-S...

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Bibliographic Details
Main Authors: Yuan-tao Xie, Zheng-xiao Li, Rahul A. Parsa
Format: Article
Language:English
Published: Hindawi Limited 2018-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2018/6250686