A course in credibility theory and its applications
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Publication:2568005
DOI10.1007/3-540-29273-XzbMATH Open1108.91001OpenAlexW591230892MaRDI QIDQ2568005FDOQ2568005
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(only showing first 100 items - show all)- Loss prediction based on run-off triangles
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Evolutionary Credibility Theory
- Modeling accounting year dependence in runoff triangles
- The credibility premiums for exponential principle
- Optimal credibility estimation of random parameters in hierarchical random effect linear model
- The credibility models with equal correlation risks
- Risk measures in a quantile regression credibility framework with Fama/French data applications
- Assessing individual unexplained variation in non-life insurance
- Combining generalized linear models and credibility models in practice
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
- A multivariate evolutionary credibility model for mortality improvement rates
- A maximum-entropy approach to the linear credibility formula
- Bayesian credibility premium with GB2 copulas
- Quantile credibility models
- Taylor approximations for model uncertainty within the Tweedie exponential dispersion family
- Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
- Credibility for the Chain Ladder Reserving Method
- 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
- Parameter reduction in log-normal chain-ladder models
- A new class of credibility estimators under the generalized weighted premium principle
- Extension and application of credibility models in predicting claim frequency
- Confidence Intervals for Nonparametric Empirical Bayes Analysis
- A new approach to the credibility formula
- A fuzzy adaptive network approach to parameter estimation in cases where independent variables come from an exponential distribution
- The Bühlmann-Straub estimation of claim means in random B-F reserve model
- Decision theoretic foundations of credibility theory
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- Conditional Tail Moments of the Exponential Family and Its Related Distributions
- Regression tree credibility model
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Regression credibility estimator with two-level common effects
- Exact Credibility and Tweedie Models
- The credibility estimator with general dependence structure over risks
- The credibility premiums based on estimated moment-generating function
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
- Credibility theory based on trimming
- The credibility premiums for models with dependence induced by common effects
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
- A credibility approach of the Makeham mortality law
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Credibility models with dependence structure over risks and time horizon
- Revisiting the Edge, Ten Years On
- The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
- Paid-incurred chain claims reserving method
- Credibility in Loss Reserving
- Interaction terms in distance-based regression
- A Bühlmann credibility approach to modeling mortality rates
- A flexible Bayesian nonparametric model for predicting future insurance claims prediction
- Claims reserving in the hierarchical generalized linear model framework
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- The practical application of credibility theory
- Accounting year effects modeling in the stochastic chain ladder reserving method
- scientific article; zbMATH DE number 4108145 (Why is no real title available?)
- Calendar year effect modeling for claims reserving in HGLM
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims
- On the consistency of credibility premiums regarding Esscher principle
- Prediction error in the chain ladder method
- Credible risk measures with applications in actuarial sciences and finance
- A study of Bayesian local robustness with applications in actuarial statistics
- Prediction error for credible claims reserves: an \(h\)-likelihood approach
- A posteriori ratemaking using bivariate Poisson models
- On parameter estimation in hierarchical credibility
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
- Multidimensional credibility estimators with random common effects and time effects
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application
- Bias regularization in neural network models for general insurance pricing
- Recursive credibility formula for chain ladder factors and the claims development result
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
- Credibility estimators with dependence structure over risks and time under balanced loss function
- Some results on quadratic credibility premium using the balanced loss function
- Optimal control of investment, premium and deductible for a non-life insurance company
- On the ordering of credibility factors
- Novel credibility approaches for Lorenz curve and Gini coefficient estimation
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- Portfolio size as function of the premium: modelling and optimization
- Bayesian CART models for insurance claims frequency
- The balance property in neural network modelling
- A heavy-tailed and overdispersed collective risk model
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- Premium rating without losses
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- Credibility claims reserving with stochastic diagonal effects
- Implementing loss distribution approach for operational risk
- Credibility estimation of distribution functions with applications to experience rating in general insurance
- Deriving robust Bayesian premiums under bands of prior distributions with applications
- Bayesian modelling of health insurance losses
- Multivariate Latent Risk: A Credibility Approach
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Effective experience rating for large insurance portfolios via surrogate modeling
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
- Credibility theory based on winsorizing
- Polya tree priors and their estimation with multi-group data
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
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