Author | Herzog, Thomas N., 1946- |
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Title | Introduction to credibility theory / Thomas N. Herzog |
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Imprint |
Winsted, CT : ACTEX Publications, c2010 |
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Edition |
4th ed |
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Descript |
xiv, 337 p. : ill. ; 23 cm |
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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
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Credibility theory (Insurance)
LOCATION | CALL# | STATUS |
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Chula Business School Library | 306.3 H582I 2010 |
CHECK SHELVES
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