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A Course in Credibility Theory and its Applications

Specificaties
Paperback, 338 blz. | Engels
Springer | 2005e druk, 2005
ISBN13: 9783540257530
Rubricering
Hoofdrubriek : Management
Juridisch : Management
Springer 2005e druk, 2005 9783540257530
Onderdeel van serie Universitext
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783540257530
Taal:Engels
Bindwijze:paperback
Aantal pagina's:338
Uitgever:Springer
Druk:2005
Verschijningsdatum:30-8-2005
Hoofdrubriek:Management

Inhoudsopgave

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.

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        A Course in Credibility Theory and its Applications