Bisk theory and its statistics enyiroment

DOI10.1080/02331889008802247MaRDI QIDQ3474014zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802247

zbMATH Keywords

surveylife insurancerisk theoryIBNR claimsruin theoryempirical Bayes estimatorsNumerical methodsUtilityStochastic processessolvency requirementsOrdering of riskstotal claims distributionstarifficationHeterogeneity modelshistory analysisoptimal insurance coveragesoptimal risk exchanges

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• scientific article; zbMATH DE number 4131506 (Why is no real title available?)
• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3312403 (Why is no real title available?)
• A contribution to modelling of IBNR claims
• Actuarial values of payment streams
• Empirical Bayes credibility
• Estimation of IBNR claims by credibility theory
• Excess of loss reinsurance limits
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Measuring the effects of reinsurance by the adjustment coefficient
• On optimal parameter estimation in credibility
• On the asymptotic distribution of weighted least squares estimators
• Ruin probabilities expressed in terms of ladder height distributions
• The credibility approach to experience rating
• The emergence of profit in life insurance

Cited in

(16)

• scientific article; zbMATH DE number 482636 (Why is no real title available?)
• Measuring and Modelling Technical Risks in Non-Life Insurance
• Entwicklungstendenzen in der Risikotheorie. (Trends in risk theory)
• Applications of risk theory and multivariate analysis in insurance practice
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• Risk theory of the second and third kind
• Einige statistische Untersuchungsmethoden des Schadenbedarfs bei strukturierten BestÄnden
• scientific article; zbMATH DE number 4111779 (Why is no real title available?)
• Ereignisrisiko
• Relative Importance of Risk Sources in Insurance Systems
• Modeling issues of the claim process and insurance risk
• scientific article; zbMATH DE number 978140 (Why is no real title available?)
• scientific article; zbMATH DE number 4074287 (Why is no real title available?)
• scientific article; zbMATH DE number 4113817 (Why is no real title available?)
• Operational time and a fundamental problem of insurance in a data‐rich environment
• The effect of risk parameters on decision making

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