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dc.contributor.authorDjebar, Ahlemen_US
dc.contributor.authorZeghdoudi, Halimen_US
dc.date.accessioned2022-04-05T16:59:29Z
dc.date.available2022-04-05T16:59:29Z
dc.date.issued2022
dc.identifier.citationDjebar, A. & Zeghdoudi, H. (2022). On bivariate credibility estimator with GLM theory. TWMS Journal Of Applied And Engineering Mathematics, 12(2), 747-754.en_US
dc.identifier.issn2146-1147
dc.identifier.issn2587-1013
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/3854
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/archive/115-vol12no2/859
dc.description.abstractCredibility theory is one of the cornerstones of actuarial science as applied to casualty and property insurance, based on the concept of limiting the estimator of individual premium to the class of estimators that are linear with respect to all observations of the portfolio. This work deals with the bivariate data(number and amounts of claims of the contracts), we give the bivariate credibility estimator using exponential families and GLM theory. Just like in the case of classical credibility model we will obtain a credible solution in the form of a linear combination of the individual estimate and the collective estimate. And we add the proprieties on exact Bayes premium.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectGeneralized linear modelsen_US
dc.subjectCredibility theoryen_US
dc.subjectBayes probabilityen_US
dc.subjectExact credibilityen_US
dc.titleOn bivariate credibility estimator with GLM theoryen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.relation.journalTWMS Journal Of Applied And Engineering Mathematicsen_US
dc.identifier.volume12
dc.identifier.issue2
dc.identifier.startpage747
dc.identifier.endpage754
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US


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