Download This PaperDiscussion on 'q-Credibility' by Olivier Le Courtois
6 Pages Posted: 16 Dec 2018 Last revised: 28 Mar 2019
Date Written: March 25, 2019
Abstract
This is a discussion on "q-Credibility" by Dr. Olivier Le Courtois. We provide three comments. The fist shows how Le Courtois's Proposition 1.1 can be simultaneously extended and the proof simplified; the second discusses what actuaries can do beyond the classical credibility theory; and the third poses several open problems.
Keywords: credibility, Bayesian, nonparametric statistics
Suggested Citation: Suggested Citation
Hong, Liang and Martin, Ryan, Discussion on 'q-Credibility' by Olivier Le Courtois (March 25, 2019). Available at SSRN: https://ssrn.com/abstract=3290042 or http://dx.doi.org/10.2139/ssrn.3290042
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