A Comparison of Three Credibility Formulae Using Multidimensional Techniques
- 1 March 1974
- journal article
- research article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 7 (3) , 203-207
- https://doi.org/10.1017/s0515036100006048
Abstract
Stimulated by the paper of W. S. Jewell) on multidimensional credibility I should like to show that at level 2 assumptions (Jewell's terminology) one can obtain explicit formulae for forecasting total losses in the future based upon total losses and number of claims observed in the past.Keywords
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