Jim Daniel's STAM Seminar Excerpts

Classical limited-fluctuation creditbility

Classical limited-fluctuation creditbility describes the classical limited-fluctuation approach to both full and partial credibility. It contains about 6.5 pages of text. Here is the table of contents:

  • 1.1 Updating expectations: The Billy Problem
  • 1.2 Full credibility
    • 1.2.1 Full credibility for severity X
    • 1.2.2 Full credibility for frequency N per exposure unit
    • 1.2.3 Full credibility for aggregate severity S per exposure unit
  • 1.3 Partial credibility

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