Vol. 2017, 2017May 01, 2017 EDT
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 (May).
