Part V: Credibility
by Gordon E. Willmot, Harry H. Panjer, Stuart A. Klugman
Loss Models, 5th Edition
- Cover
- Series Page
- Title Page
- Copyright
- Preface
- About the Companion Website
- Part I: Introduction
- Part II: Actuarial Models
- Part III: Mathematical Statistics
- Part IV: Construction of Models
- Chapter 14: Construction of Empirical Models
- 14.1 The Empirical Distribution
- 14.2 Empirical Distributions for Grouped Data
- 14.3 Empirical Estimation with Right Censored Data
- 14.4 Empirical Estimation of Moments
- 14.5 Empirical Estimation with Left Truncated Data
- 14.6 Kernel Density Models
- 14.7 Approximations for Large Data Sets
- 14.8 Maximum Likelihood Estimation of Decrement Probabilities
- 14.9 Estimation of Transition Intensities
- Chapter 15: Model Selection
- Chapter 14: Construction of Empirical Models
- Part V: Credibility
- Part VI: Simulation
- Appendix A: An Inventory of Continuous Distributions
- Appendix B: An Inventory of Discrete Distributions
- Appendix C: Frequency and Severity Relationships
- Appendix D: The Recursive Formula
- Appendix E: Discretization of the Severity Distribution
- References
- Index
- End User License Agreement
-
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