Simple risk forecasts using credibility |
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| Affiliation: | 1. Department of BIN Convergence Technology, Chonbuk National University, 567 Baekje-daero, Deokjin-gu, Jeonju-si, Jeollabuk-do 54896, Republic of Korea;2. Department of Organic Materials & Fiber Engineering, Chonbuk National University, 567 Baekje-daero, Deokjin-gu, Jeonju-si, Jeollabuk-do 54896, Republic of Korea;3. Electrodics and Electrocatalysis Division, CSIR-Central Electrochemical Research, Institute, Karaikudi 630003, Tamilnadu, India |
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| Abstract: | Based on the credibility regression model of Hachemeister, we show how some risk characteristics of an insurance portfolio can be forecasted. Distribution free forecasts of individual pure and loaded risk premiums, mean risk, stability, fluctuation reserves and surplus are used to gain insight into the solvability problem. |
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