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Abstract Details
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Activity Number:
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528
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Education
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| Abstract - #302291 |
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Title:
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Credibility Theory in Actuarial Science
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Author(s):
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Ferry Butar Butar*+
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Companies:
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Sam Houston State University
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Address:
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3657 Red Bud Ln, Huntsville, TX, 77340,
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Keywords:
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credibility ;
random effect ;
exponential family ;
mse ;
buhlmann
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Abstract:
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The premium is a weighted average of overall mean and average of the i th group of premium where the coefficient of the mean is called the credible factor.
To estimate the credible factor, the model can be developed from standard statistical model such as random effect model. The credibility will be exact if one utilizes the exponential family.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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