Claim Dependence with Common Effects in Credibility Models∗

Abstract

Several credibility models found in published literature have largely been single dimensional in the sense that the observable claims are derived from a single individual risk or a single group of homogeneous risks over a period of time. In the case where the additional dimension of observing different individual risks or different groups of risks are… (More)

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Cite this paper

@inproceedings{Leong2004ClaimDW, title={Claim Dependence with Common Effects in Credibility Models∗}, author={Yeo Keng Leong and Emiliano Valdez}, year={2004} }