AN APPLICATION OF THE THEORY OF CREDIBILITY BAYESIAN CALCULATION OF THE PROVISION FOR OUTSTANDING CLAIMS IN A DECISION-MAKING ENVIRONMENT.Author:
IBARRA ALFARAZ JUAN ANTONIO.
Year:
2003.
University:
REY JUAN CARLOS [
www.urjc.es].
Place of defense: CIENCIAS JURÍDICAS Y SOCIALES.
Place of preparation: FACULTAD DE CIENCIAS ECONOMICAS Y EMPRESARIALES. UNIVERSIDAD COMPLUTENSE DE MADRID.
Summary: The Doctoral thesis proposes a new method for estimating the provision for outstanding claims of a campaign to secure. This method meets the one hand, the advantages of the methodology Bayes and participates on the other hand, the benefits of estimators credibilísticos. The model is built a global model, stochastic, Bayesian, raised from the theory of the decision. From this scenario, those selected are decision rules that allow a generalization of the methods of estimating the provision based on the ratios liaison to finally obtain the corresponding expressions of estimators under diferntes hypothesis. The implications, alignment with the problem, advantages and limitations of the methodologies used are also discussed in depth.
