May 05, 2024  
University of Alberta Calendar 2017-2018 
    
University of Alberta Calendar 2017-2018 [ARCHIVED CATALOG]

STAT 555 - Loss Model and Credibility Theory


★ 3 (fi 6) (either term, 3-0-0) Credibility theory: limited fluctuation; Bayesian; Buhlmann, Buhlmann-Straub; empirical Bayes parameter estimation; statistical inference for loss models; maximum likelihood estimation; effect of policy modifications; model selection. Prerequisite: Consent of the Department.