Academic Catalog

IAM552 CREDIBILITY THEORY

Course Code: 9700552
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Institute Of Applied Mathematics
Language of Instruction: English
Level of Study: Graduate
Course Coordinator:
Offered Semester: Fall or Spring Semesters.

Course Content

Risk Rating, Bayes premiums, credibility estimators, large claims and credibility, Buhlman-Straub and other relevant models, hierarchical and multidimensional credibility, linear models, linear trend models, evolutionary models.