More General Credibility Models

Abstract

This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves.

Keywords

• contracts
• unbiased estimators
• structure parameters
• several approximating functions
• semi-linear credibility theory
• unique optimal function
• parameter estimation
• hierarchical semi-linear credibility theory.