Credibility Theory

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1500

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ACSCI 4010Method of moments and percentile matching. The method of maximum likelihood estimation for complete individual data, grouped data, censored and truncated data, and variance estimation. Bayesian estimation, including conjugate priors, posterior distributions, and the Poisson-gamma model. Credibility theory, including limited fluctuation credibility, applying Bayesian analysis for both discrete and continuous models, Buhlmann and Buhlmann-Straub models, and their relationship to Bayesian→ACSCI 4020→unlocks 0 courses

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