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Original Articles

Using Convex Combination of Copulas and EM Algorithm for Credibility

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Pages 1222-1233 | Received 30 May 2011, Accepted 16 Feb 2012, Published online: 04 Mar 2014

References

  • Bühlmann , H. ( 1967 ). Experience rating and credibility . ASTIN Bull. 4 : 199 – 207 .
  • Frees , E. W. , Wang , P. ( 2005 ). Credibility using copulas . North Amer. Actuar. J. 9 ( 2 ): 31 – 48 .
  • Keffer , R. ( 1929 ). An experience rating formula . Trans. Actuar. Soc. Amer. 30 : 130 – 39 .
  • Mowbray , A. H. ( 1914 ). How extensive a payroll exposure is necessary to give a dependable pure premium . Proc. Casual. Actuar. Soc. 1 : 24 – 30 .
  • Nelsen , R. B. ( 1999 ). An Introduction to Copulas . New York : Springer .
  • Whitney , A. W. ( 1918 ). The theory of experience rating . Proc. Casual. Actuar. Soc. 4 : 274 – 292 .

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