Credibility Theory

3 credits · Graduate Programs

Limited fluctuation credibility; full and partial credibility; greatest accuracy credibility; Bayesian methodology; credibility premium; Buhlmann model; Buhlmann-Straub model; empirical Bayes method; bonus-malus system. Prerequisite(s): Admission to a graduate program in Mathematics and Statistics . Antirequisite(s): Credit for Actuarial Science 637 and 537 will not be allowed.