More general credibility models
This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves. The main purpose of semi-linear credibility theory is the estimation of (the net premium for a contract with risk parameter ) by a linear combination of given functions of the observable variables: . So the estimators mainly considered here are linear...