scientific article; zbMATH DE number 962268

MaRDI QIDQ5690617zbMATH OpenFDO

Authors Dennis Dannenburg

Publication date 11 February 1997

zbMATH Keywords

automobile insurance dataBühlmann-Straub modelclassical Bühlmann premiumnumerical example

Mathematics Subject Classification ID

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

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Cited in

(14)

• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• Some results on the estimation of the credibility factor in the classical Bühlmann model
• On asymptotic optimality in empirical Bayes credibility.
• Quantiles in a multi-stage nested classification credibility model
• Equity and Credibility
• Note on semi-linear credibility and structural interruption in the Bühlmann-Straub model
• Bayesian analysis of insurance losses using the Bühlmann-Straub credibility model
• Estimating and testing parameters of Bühlmann-Straub models
• scientific article; zbMATH DE number 1036039 (Why is no real title available?)
• Some extensions of the Bühlmann-Straub credibility formulae.
• A study to examine buhlmann-straub credibility model in generalized linear models
• The Bühlmann-Straub model with the premium calculated according to the variance principle
• On the link between credibility and frequency premium

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