Robust credibility and Kalman filtering
Credibility theory is an experience rating technique in insurance used to combine an estimate of the expected claims of a contract with the estimate of the expected claims of a portfolio of similar contracts. However, the credibility estimate remains sensitive to large (outlying) claims. In this the...
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| Format: | Others |
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1998
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| Online Access: | http://spectrum.library.concordia.ca/666/1/MQ39075.pdf Tam, Mike <http://spectrum.library.concordia.ca/view/creators/Tam=3AMike=3A=3A.html> (1998) Robust credibility and Kalman filtering. Masters thesis, Concordia University. |