Credibility TheoryStochastically Dependent Contractsdoi:info:doi/10.1016/0167-6687(95)91778-KDe Vylder FCossette HInsurance Mathematics & Economics
(1.DepartmentofStatistics,EastChinaNormalUniversity,Shanghai200062,China;2.DepartmentofMathematicsandPhysics,GuilinUniversityofTechnology,GuilinGuangxi541004,China)Abstract:InthisPaper,theparametersandrandomeffectofBuhlmann-Straubcredibilitymodelwereresearched.Two-stageestimatewasusedtoestimatetheparameterandF-testwas...
underexponentialpremiumprincipleanyprinciplewhoserstsecondmoments4thchaptersimulationpartempiricalBayesestimatorsKEYWORDEmpiricalBayesmethodquadraticlossBayespremiumcredibilitypremiumii81119ISyG1111neBayesuBuhlmannBayesuBuhlmannStraubBayesO11111nnnneBayesO15111ooo1PoissonGamma2InverseExponentialGamma3NormalNormal24PPP28••...
BUHLMANN-STRAUB CREDIBILITY THEORY MODELHETEROGENEITY PARAMETERBICHSEL-STRAUB PSEUDO-ESTIMATORUNBIASED ESTIMATORNo abstract is available for this item.doi:10.1016/0167-6687(92)90055-GDe Vylder, F.Goovaerts, M. J.ElsevierInsurance: Mathematics and Economics...
(1994): "Some Results on the Estimation of the Credibility Factor in the Classical Buhlmann Model", Insurance: Mathematics and Economics, 14, 39-50.Dannenburg, D., 1994. Some Results on the Estimation of the Credibility Factor in the Classical Bu¨hlmann Model. Insurance: Mathematics and ...
Various bootstrap methods for constructing confidence intervals for the estimator of the credibility factor in Bühlmann's classical credibility model [H. Bühlmann, ASTIN Bull. 4, 199-207 (1967); ibid. 5, 157-165 (1969)] are investigated. After a short introduction to the model of Bühlmann...
BUHLMANN-STRAUB MODELWe prove that classical estimators and pseudo-estimators used in the Buhlmann-Straub credibility theory model are optimal, in the sense of minimum variance, under zero excess assumptions on the involved random variables.doi:10.1016/0167-6687(92)90023-5F. De Vylder...