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DC Field | Value | Language |
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dc.date.accessioned | 2022-04-14T10:17:49Z | - |
dc.date.available | 2022-04-14T10:17:49Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Pellicano, M. (2015). Applying methods in credibility theory to the Maltese motor insurance context (Bachelor's dissertation). | en_GB |
dc.identifier.uri | https://www.um.edu.mt/library/oar/handle/123456789/93792 | - |
dc.description | B.SC.(HONS)STATS.&OP.RESEARCH | en_GB |
dc.description.abstract | The following study tackles various topics in Credibility Theory, in particular the Limited Fluctuation approach and the Greatest Accuracy approach, where mainly, for the latter, the Buhlmann model and non-parametric Bayes' estimation shall be discussed. Both these approaches give the means for the insurer to develop a net premium based on the policyholders' own claim history, and hence determine whether an individual's claim experience is credible. Several examples will be demonstrated where the problem of estimating the number of claims, and the credibility premium for individual policyholders, as well as a group of policyholders sharing similar risk characteristics, is tackled, where real data as obtained from local insurance companies shall be considered. | en_GB |
dc.language.iso | en | en_GB |
dc.rights | info:eu-repo/semantics/restrictedAccess | en_GB |
dc.subject | Automobile insurance -- Malta | en_GB |
dc.subject | Credibility theory (Insurance) | en_GB |
dc.subject | Insurance -- Statistical methods | en_GB |
dc.title | Applying methods in credibility theory to the Maltese motor insurance context | en_GB |
dc.type | bachelorThesis | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.publisher.institution | University of Malta | en_GB |
dc.publisher.department | Faculty of Science. Department of Statistics and Operations Research | en_GB |
dc.description.reviewed | N/A | en_GB |
dc.contributor.creator | Pellicano, Melanie (2015) | - |
Appears in Collections: | Dissertations - FacSci - 2015 Dissertations - FacSciSOR - 2015 |
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File | Description | Size | Format | |
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BSC(HONS)STATS_OPRESEARCH_Pellicano, Melanie_2015.PDF Restricted Access | 3.95 MB | Adobe PDF | View/Open Request a copy |
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