AuthorHerzog, Thomas N., 1946-
TitleIntroduction to credibility theory / Thomas N. Herzog
Imprint Winsted, CT : ACTEX Publications, c2010
Edition 4th ed
Descript xiv, 337 p. : ill. ; 23 cm

CONTENT

Introduction and history -- Mathematical preliminaries -- Loss functions -- Discrete frequency-severity insurance model under independence -- Limited fluctuation credibility approach -- Buhlmann's approcach -- Buhlmann-straub model -- Credibility and Bayesian inference -- Frequency-severity insurance model with continuous severity component -- Credibility and least squares -- Case study: clinical trials-an application of Bayesian inference about binomial proportions -- Case study: application of credibility to group health insurance -- A case study in Bayesian analysis: the impact of newborn screening on cystic fibrosis hospitalization costs -- A Case study: the miscoded mortgage records -- Morris-van Slyke estimation -- Predictive modeling of costs for a chronic disease with acute high-cost episodes -- Comparing credibility estimates of health insurance claims costs -- Answers to the exercises -- References -- Index


SUBJECT

  1. Credibility theory (Insurance)

LOCATIONCALL#STATUS
Chula Business School Library306.3 H582I 2010 CHECK SHELVES