Finance Department

 

Date of this Version

1999

Document Type

Article

Citation

Journal of Actuarial Practice 7 (1999), pp. 223-249

Comments

Copyright 1999 Absalom Press

Abstract

In this paper we present a method of calculating Buhlmann-Straub credibility factors using standard statistical techniques developed for the analysis of variance. Emphasis is placed on using readily available statistical packages such as SAS and SPSS. Additionally many other computational tools such as EXCEL can be programmed to make such calculations. An example and some sample SAS programs are provided.

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