scientific article; zbMATH DE number 3926045

MaRDI QIDQ3700652zbMATH OpenFDO

Authors Erhard Kremer

Publication date 1985

zbMATH Keywords

claim reservingcredibility theoryIBNERIBNR problemreinsurancespecial premium formulaeSwiss premium calculation principle

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(21)

• A class of autoregressive models for predicting the final claims amount
• On robust premium principles
• Simple risk forecasts using credibility
• Remarks on the Swiss premium principle on positive risks
• scientific article; zbMATH DE number 3864352 (Why is no real title available?)
• On the probable maximum loss
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• scientific article; zbMATH DE number 3956289 (Why is no real title available?)
• Large claims in credibility
• scientific article; zbMATH DE number 41121 (Why is no real title available?)
• scientific article; zbMATH DE number 49599 (Why is no real title available?)
• More on Robust Lagfactors
• On Quasi-mean value principles
• General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation
• The geometric chain-ladder
• Double chain ladder, claims development inflation and zero-claims
• Erweiterungen des negativ-binomial-modells für bonus-/malus-systeme
• Neural network embedding of the over-dispersed Poisson reserving model
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
• Ein Katastrophen-Gruppen-Lebensversicherungsvertrag
• Continuous-time modeling and bootstrap for chain-ladder reserving

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