Date of Award
December 2020
Document Type
Thesis
Degree Name
Master of Science (MS)
Department
School of Mathematical and Statistical Sciences
Committee Member
Xiaoqian Sun
Committee Member
Yuyuan Ouyang
Committee Member
Mark Cawood
Abstract
This thesis introduces two estimation mechanisms to estimate risk premium; namely, Bayesian premium and Bühlmann-Straub credibility premium. To implement the two models, we use a data set from Singapore Driving Experience in 1993. We estimate the average claim counts of each insured when weighted by their exposure of risk, i.e., given the record of claim counts and exposure weights, we build a model to estimate the claimcounts of the insured by means of Bayesian premium and Bühlmann-Straub credibility premium.
Recommended Citation
Guo, Yidan, "Mixed Poisson Modeling of Claim Counts" (2020). All Theses. 3435.
https://tigerprints.clemson.edu/all_theses/3435