A Course in Credibility Theory and its Applications

• Main Authors: Bühlmann, Hans (Author), Gisler, Alois (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Series: Universitext
• Subjects: 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...

Table of Contents:

• 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.