An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
Uri Korn,
Buhlmann-Straub CredibilityBayesian CredibilityLoss RatingExposure RatingBurn CostExtreme Value Theory
Korn, Uri. 2017. “An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing.” CAS Forum 2017 (January).