Bisk theory and its statistics enyiroment

DOI10.1080/02331889008802247zbMATH Open0697.62098OpenAlexW1972065216MaRDI QIDQ3474014FDOQ3474014

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

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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)

Cites Work

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• On the asymptotic distribution of weighted least squares estimators
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• A contribution to modelling of IBNR claims
• Measuring the effects of reinsurance by the adjustment coefficient
• Excess of loss reinsurance limits
• Ruin probabilities expressed in terms of ladder height distributions
• On optimal parameter estimation in credibility
• The credibility approach to experience rating
• Empirical Bayes credibility
• Estimation of IBNR claims by credibility theory
• The emergence of profit in life insurance
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Actuarial values of payment streams

Cited In (14)

• Title not available (Why is that?)
• Measuring and Modelling Technical Risks in Non-Life Insurance
• Applications of risk theory and multivariate analysis in insurance practice
• Entwicklungstendenzen in der Risikotheorie. (Trends in risk theory)
• Risk theory of the second and third kind
• Einige statistische Untersuchungsmethoden des Schadenbedarfs bei strukturierten BestÄnden
• Title not available (Why is that?)
• Ereignisrisiko
• Relative Importance of Risk Sources in Insurance Systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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