Contributions to the Credibility Theory
Virginia Atanasiu · 2008
Abstract. The paper presents the mathematical theory of some credi-bility models, involving complicated properties of conditional expectations and of conditional covariances. The fact that it is based on complicated mathematics will give more insight and understanding of the theoretical aspects and will point the way to the practical possibilities of the credi-bility models. M.S.C. 2000: 62P05. Key words: the risk premium, the credibility calculations.