Date of Award
Master of Science (MS)
School of Mathematical and Statistical Sciences
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.
Guo, Yidan, "Mixed Poisson Modeling of Claim Counts" (2020). All Theses. 3435.