A course in credibility theory and its applications
著者
書誌事項
A course in credibility theory and its applications
（Universitext）
Springer, c2005
- : pbk
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注記
Bibliography: p. [323]-327
Includes index
内容説明・目次
内容説明
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.
目次
The Bayes Premium.- Credibility Estimators.- The Buhlmann-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.
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