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Activity Number:
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168
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 1, 2016 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Risk Analysis
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Abstract #319342
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View Presentation
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Title:
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Credibility Analysis: Theory, Practice, and Evolution
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Author(s):
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Dale Hall* and Krzysztof Ostaszewski* and Olivier Le Courtois* and Peng Shi* and Liang Hong*
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Companies:
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Society of Actuaries and Illinois State University and EM Lyon and University of Wisconsin - Madison and Robert Morris University
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Keywords:
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Credibility ;
Insurance ;
Pension
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Abstract:
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Credibility analysis continues to grow in importance in actuarial and risk analysis practice area with increasing applications to setting assumptions for pension funding, principles-based life insurance liability valuation and rate-making for property/casualty insurance. As insurance and pension markets consider combining their own experience with industry prescribed tables, the determination of partial and full credibility, as well as new credibility methods and analysis will be highlighted.
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Authors who are presenting talks have a * after their name.
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