Credibility models in tariffication and reservation

MaRDI QIDQ1879207zbMATH OpenFDO

Authors Klaus Thomas Hess, Klaus D. Schmidt

Publication date 22 September 2004

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

actuarial mathematicscredibility theoryexperience ratinglinear predictionprediction of outstanding claims

Mathematics Subject Classification ID

Basic linear algebra (15A99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic systems and control (93E99)

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• Tolerance intervals in risk theory
• Simple risk forecasts using credibility
• Credibility theory: A new view from the theory of second order optimal statistics.
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• Probability, credibility theory and statistics
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• On greatest accuracy credibility with limited fluctuation
• Credibility for severity revisited
• On optimal credibility premiums in multiperiod insurance
• Optimal streams of premiums in multiperiod credibility models
• Contributions to the credibility theory
• Regression tree credibility model
• BAP and credibility

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