A course in credibility theory and its applications

DOI10.1007/3-540-29273-XzbMATH Open1108.91001OpenAlexW591230892MaRDI QIDQ2568005FDOQ2568005

Authors: Alois Gisler, Hans Bühlmann 

Publication date: 7 October 2005

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-29273-x

Recommendations

• The practical application of credibility theory
• A survey of credibility theory
• A Theory of Credibility
• Theoretical aspects of credibility theory
• scientific article; zbMATH DE number 2028654
• Contributions to the credibility theory
• Decision theoretic foundations of credibility theory
• A theory of credibility under commitment
• Publication:3203898
• scientific article; zbMATH DE number 3850333

zbMATH Keywords

individual riskinsurance pricingempirical Bayes proceduresBayes proceduresrating of risk

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Cited In (only showing first 100 items - show all)

• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
• Bayesian credibility premium with GB2 copulas
• A posteriori ratemaking using bivariate Poisson models
• Recursive credibility formula for chain ladder factors and the claims development result
• Claims reserving in the hierarchical generalized linear model framework
• A maximum-entropy approach to the linear credibility formula
• Quantile credibility models
• Revisiting the Edge, Ten Years On
• A study of Bayesian local robustness with applications in actuarial statistics
• Credible risk measures with applications in actuarial sciences and finance
• Credibility estimators with dependence structure over risks and time under balanced loss function
• The credibility premiums based on estimated moment-generating function
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• The practical application of credibility theory
• Decision theoretic foundations of credibility theory
• Risk measures in a quantile regression credibility framework with Fama/French data applications
• Combining generalized linear models and credibility models in practice
• A fuzzy adaptive network approach to parameter estimation in cases where independent variables come from an exponential distribution
• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• Bias regularization in neural network models for general insurance pricing
• Loss prediction based on run-off triangles
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• Regression credibility estimator with two-level common effects
• Exact Credibility and Tweedie Models
• Credibility in Loss Reserving
• A credibility approach of the Makeham mortality law
• Conditional Tail Moments of the Exponential Family and Its Related Distributions
• General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• Credibility for the Chain Ladder Reserving Method
• A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
• Interaction terms in distance-based regression
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• The credibility premiums for models with dependence induced by common effects
• Credibility models with dependence structure over risks and time horizon
• Title not available (Why is that?)
• Evolutionary Credibility Theory
• CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM
• Parameter reduction in log-normal chain-ladder models
• Credibility theory based on trimming
• A multivariate evolutionary credibility model for mortality improvement rates
• A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
• A Bühlmann Credibility Approach to Modeling Mortality Rates
• A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
• Prediction error for credible claims reserves: an \(h\)-likelihood approach
• Multidimensional credibility estimators with random common effects and time effects
• The credibility estimator with general dependence structure over risks
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• A new approach to the credibility formula
• Credit portfolios, credibility theory, and dynamic empirical Bayes
• The credibility premiums for exponential principle
• The credibility models with equal correlation risks
• Assessing individual unexplained variation in non-life insurance
• Evolutionary credibility risk premium
• Multi-stage nested classification credibility quantile regression model
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• The Bühlmann-Straub estimation of claim means in random B-F reserve model
• Modeling accounting year dependence in runoff triangles
• Extension and application of credibility models in predicting claim frequency
• Paid-incurred chain claims reserving method
• On the consistency of credibility premiums regarding Esscher principle
• Prediction error in the chain ladder method
• On parameter estimation in hierarchical credibility
• Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application
• Confidence Intervals for Nonparametric Empirical Bayes Analysis
• Regression Tree Credibility Model
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Taylor approximations for model uncertainty within the Tweedie exponential dispersion family
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• Accounting year effects modeling in the stochastic chain ladder reserving method
• Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
• Credibility pseudo-estimators
• A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS
• Multivariate Latent Risk: A Credibility Approach
• Estimating the parameters of a seasonal Markov-modulated Poisson process
• DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
• Quantiles in a multi-stage nested classification credibility model
• Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework
• Hierarchical credibility pseudo-estimators
• Bayesian CART models for insurance claims frequency
• PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims
• MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE
• Robust portfolio choice under the interest rate uncertainty
• Title not available (Why is that?)
• Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
• ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING
• On Bayesian Mixture Credibility
• The balance property in neural network modelling
• Effective experience rating for large insurance portfolios via surrogate modeling
• A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
• A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
• Portfolio size as function of the premium: modelling and optimization
• Bayesian modelling of health insurance losses
• Exact credibility reference Bayesian premiums

This page was built for publication: A course in credibility theory and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2568005)