Model discrimination in Bayesian credibility modelling
This thesis is about insurance models and aspects of uncertainty pertaining to such models. The models we consider are insurance credibility models, arising from the need for accurate rate making based on past experience of claims in some portfolio of insurance policies. Classical credibility modell...
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University of Cambridge
2005
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.596996 |