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
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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
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