A Course in Credibility Theory and its Applications
(Sprache: Englisch)
This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory,...
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This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.
Inhaltsverzeichnis zu „A Course in Credibility Theory and its Applications “
Content:Introduction.- The Bayes Premium.- Credibility Estimators.- The Bühlmann-Straub Model.- Treatment of Large Claims in Credibility.- Hierarchical Credibility. Multidimensional Credibility.- Credibility in the Regression Model.- Evolutionary Credibility Models and Recursive Calculation Methods (Kalman-Filter).- Multidimensional Evolutionary Credibility Models and Recursive Calculation Methods (Kalman-Filter).- Bibliography.- Index.
Autoren-Porträt von Hans Bühlmann, Alois Gisler
Personal Websiteswww.math.ethz.ch/~hbuhl
www.math.ethz.ch/~gisler
Bibliographische Angaben
- Autoren: Hans Bühlmann , Alois Gisler
- 2005, 338 Seiten, mit farbigen Abbildungen, Masse: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer
- ISBN-10: 3540257535
- ISBN-13: 9783540257530
- Erscheinungsdatum: 30.08.2005
Sprache:
Englisch
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