A course in credibility theory and its applications (Q2568005): Difference between revisions
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Revision as of 18:24, 19 February 2024
scientific article
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English | A course in credibility theory and its applications |
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A course in credibility theory and its applications (English)
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7 October 2005
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From the authors' summary: ''... The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich... It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advance level... The book... treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes.''
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rating of risk
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insurance pricing
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individual risk
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Bayes procedures
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empirical Bayes procedures
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