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Note on semi-linear credibility and structural interruption in the Bühlmann-Straub model

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Publication:2801412
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zbMATH Open1333.62255MaRDI QIDQ2801412FDOQ2801412

Michael Merz

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=15




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  • An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles
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  • scientific article; zbMATH DE number 962268
  • Credibility models with dependence structure over risks and time horizon


Mathematics Subject Classification ID

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







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