Estimating Insurance Premiums using Credibility Theory and Quantiles

Abstract

This thesis is based on the paper \textit{`Quantile credibility models'} by Georgios Pitselis, which was published in 2013. It introduces credibility theory and shows how quantiles can be incorporated in the B\"uhlmann-Straub model and the Hachemeister's regression model. For each model, a numeric example is presented.