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| نظریه اعتبار (Credibility Theory)× | مدل توزیع زیان× | |
|---|---|---|
| حوزه | علوم اکچوئری | علوم اکچوئری |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 1967 | 2012 |
| پدیدآور≠ | Hans Bühlmann | Klugman, Panjer & Willmot |
| نوع≠ | Weighted linear blend of individual and collective experience | Parametric probability model |
| منبع بنیادین≠ | Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207. DOI ↗ | Klugman, S. A., Panjer, H. H., & Willmot, G. E. (2012). Loss Models: From Data to Decisions (4th ed.). Wiley. ISBN: 978-1-118-31532-3 |
| نامهای دیگر | Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi | Severity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli |
| مرتبط | 3 | 3 |
| خلاصه≠ | Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles. | A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in their foundational text Loss Models: From Data to Decisions (first edition 1998, fourth edition 2012), these models underpin premium rating, reserving, reinsurance pricing, and regulatory capital calculations across the insurance and risk-management industries. |
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