The Bühlmann credibility models with dependent risk structure

zbMATH Open1240.91072MaRDI QIDQ3170675FDOQ3170675

Authors: Limin Wen, Hailin Gong, Jing-Long Wang 

Publication date: 29 September 2011

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• scientific article; zbMATH DE number 6847560

zbMATH Keywords

dependenceorthogonal projectioncredibility estimator

Mathematics Subject Classification ID

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

Cited In (21)

• Multivariate Latent Risk: A Credibility Approach
• The credibility estimate of risk premium under dependent risks
• Claim dependence with common effects in credibility models
• Title not available (Why is that?)
• A discussion on Buhlmann's criterion for asset valuation.
• On the stochastic increasingness of future claims in the Bühlmann linear credibility premium
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles
• Dependence in Dynamic Claim Frequency Credibility Models
• The credibility models with risks dependence effects under MLINEX loss function
• The credibility premiums for models with dependence induced by common effects
• Credibility models with dependence structure over risks and time horizon
• Eine Bemerkung über bedingte Wahrscheinlichkeiten, bedingte Erwartungswerte und bedingte Unabhängigkeit
• Title not available (Why is that?)
• Multidimensional credibility estimators with random common effects and time effects
• Credibility models with uniform error dependence
• The credibility estimator with general dependence structure over risks
• Claim dependence induced by common effects in hierarchical credibility models
• The credibility models with equal correlation risks
• Regression credibility models with random common effects

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