A Course in Credibility Theory and its Applications

• Κύριοι συγγραφείς: Bühlmann, Hans (Συγγραφέας), Gisler, Alois (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Σειρά: Universitext
• Θέματα: Mathematics.; Economics, Mathematical.; Statistics.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant id...

Πίνακας περιεχομένων:

• The Bayes Premium
• Credibility Estimators
• The Bühlmann-Straub Model
• Treatment of Large Claims in Credibility
• Hierarchical Credibility
• Multidimensional Credibility
• Credibility in the Regression Case
• Evolutionary Credibility Models and Recursive Calculation
• Multidimensional Evolutionary Models and Recursive Calculation.