| Autor: |
Arafa, Ghada, Metiri, Farouk, Saadoun, Ahmed, Remita, Mohamed Riad |
| Předmět: |
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| Zdroj: |
Statistics, Optimization & Information Computing; Sep2024, Vol. 12 Issue 5, p1325-1341, 17p |
| Abstrakt: |
In traditional quantile credibility models, it is typically assumed that claims are independent across different risks. Nevertheless, there are numerous scenarios where dependencies among insured individuals can emerge, thereby breaching the independence assumption. This study focuses on examining the quantile credibility model and extending some established results within the context of an equal correlation structure among risks. Specifically, we compute the credibility premiums for both homogeneous and inhomogeneous cases utilizing the orthogonal projection method. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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