| dbo:abstract
|
- Credibility theory is a form of statistical inference used to forecast an uncertain future event developed by Thomas Bayes. It is employed to combine multiple estimates into a summary estimate that takes into account information on the accuracy of the initial estimates. This is typically used by actuaries working for insurance companies when determining the premium values. For example, in group health insurance an insurer is interested in calculating the risk premium, , (i.e. the theoretical expected claims amount) for a particular employer in the coming year. The insurer will likely have an estimate of historical overall claims experience, , as well as a more specific estimate for the employer in question, . Assigning a credibility factor, , to the overall claims experience (and the reciprocal to employer experience) allows the insurer to get a more accurate estimate of the risk premium in the following manner: The credibility factor is derived by calculating the maximum likelihood estimate which would minimise the error of estimate. Assuming the variance of and are known quantities taking on the values and respectively, it can be shown that should be equal to: Therefore, the more uncertainty the estimate has, the lower is its credibility. (en)
- La théorie de la crédibilité est une technique mathématique fréquemment utilisé par les actuaires pour la tarification de contrats d'assurance. Pour un assureur, utiliser la théorie de la crédibilité c'est mesurer la confiance que l'on peut donner à des données. (fr)
- A teoria da credibilidade ou credibilidade atuarial é uma técnica matemática que estuda a forma de calcular prêmios de seguro para cobrir um risco considerando a sua sinistralidade e a confiança que se pode ter de que estes indicarão a sinistralidade futura. Sua utilização é fundada em estimativas e modelos estatísticos, sob os quais são inspirados as funções e estimativas utilizadas. (pt)
|
| dbo:wikiPageExternalLink
| |
| dbo:wikiPageID
| |
| dbo:wikiPageLength
|
- 10908 (xsd:nonNegativeInteger)
|
| dbo:wikiPageRevisionID
| |
| dbo:wikiPageWikiLink
| |
| dbp:wikiPageUsesTemplate
| |
| dcterms:subject
| |
| gold:hypernym
| |
| rdf:type
| |
| rdfs:comment
|
- La théorie de la crédibilité est une technique mathématique fréquemment utilisé par les actuaires pour la tarification de contrats d'assurance. Pour un assureur, utiliser la théorie de la crédibilité c'est mesurer la confiance que l'on peut donner à des données. (fr)
- A teoria da credibilidade ou credibilidade atuarial é uma técnica matemática que estuda a forma de calcular prêmios de seguro para cobrir um risco considerando a sua sinistralidade e a confiança que se pode ter de que estes indicarão a sinistralidade futura. Sua utilização é fundada em estimativas e modelos estatísticos, sob os quais são inspirados as funções e estimativas utilizadas. (pt)
- Credibility theory is a form of statistical inference used to forecast an uncertain future event developed by Thomas Bayes. It is employed to combine multiple estimates into a summary estimate that takes into account information on the accuracy of the initial estimates. This is typically used by actuaries working for insurance companies when determining the premium values. For example, in group health insurance an insurer is interested in calculating the risk premium, , (i.e. the theoretical expected claims amount) for a particular employer in the coming year. The insurer will likely have an estimate of historical overall claims experience, , as well as a more specific estimate for the employer in question, . Assigning a credibility factor, , to the overall claims experience (and the recip (en)
|
| rdfs:label
|
- Credibility theory (en)
- Théorie de la crédibilité (fr)
- Teoria da credibilidade (pt)
|
| owl:sameAs
| |
| prov:wasDerivedFrom
| |
| foaf:isPrimaryTopicOf
| |
| is dbo:wikiPageRedirects
of | |
| is dbo:wikiPageWikiLink
of | |
| is foaf:primaryTopic
of | |
