Simple risk forecasts using credibility

DOI10.1016/0167-6687(88)90082-0zbMath0687.62088OpenAlexW1983107438MaRDI QIDQ1263213

Werner Hürlimann

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90082-0

zbMATH Keywords

stabilitysolvabilitysurplusmean riskrisk premiumscredibility regression modelDistribution free forecastsfluctuation reservesHachemeister's regression modelrisk forecasts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Recursive credibility estimation
• Geometrical credibility
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