Uncertainty-based Credibility and its Application to Excess-of-loss Reinsurance
Uncertainty-based Credibility and its Application to Excess-of-loss Reinsurance
Stephane B Bonche, Pietro Parodi,
Uncertainty-Based CredibilityPricing HorizonExcess-of-Loss Reinsurance PricingMarket HeterogeneityError Propagation Analysis
Bonche, Stephane B, and Pietro Parodi. 2008. “Uncertainty-Based Credibility and Its Application to Excess-of-Loss Reinsurance.” CAS Forum 2008 (February).
