Discussion on 'q-Credibility' by Olivier Le Courtois

6 Pages Posted: 16 Dec 2018 Last revised: 28 Mar 2019

See all articles by Liang Hong

Liang Hong

The University of Texas at Dallas

Ryan Martin

North Carolina State University - Department of Statistics

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

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

Liang Hong (Contact Author)

The University of Texas at Dallas ( email )

2601 North Floyd Road
Richardson, TX 75083
United States

Ryan Martin

North Carolina State University - Department of Statistics ( email )

Raleigh, NC 27695-8203
United States

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