A Course in Credibility Theory and its Applications

2005
ISBN: 978-3-540-25753-0
Verlag: Springer Berlin Heidelberg

Buch, Englisch, 338 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 540 g

Reihe: Universitext

This book is intended for practicing experts in the financial arena, in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. The book provides a thorough exploration of Credibility Theory covering most aspects of this topic from the simplest case to the most detailed dynamic model. Because credibility is a lifeless topic if it is not linked closely to practical applications, the book treats explicitly the tasks which the actuary encounters in daily work: estimation of loss ratios, claim frequencies and claim sizes.

Zielgruppe

Graduate

Autoren/Hrsg.

Gisler, Alois

Bühlmann, Hans

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Versicherungswirtschaft

Inhaltsverzeichnis

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.

Über Autor(innen)

Hans Bühlmann

Hans Bühlmann is professor emeritus of ETH Zürich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Università La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry. His book "Mathematical Methods in Risk Theory" (Springer Grundlehren) is a classic in the actuarial literature.

Alois Gisler

Alois Gisler is chief actuary at Winterthur Insurance Company and professor at ETH Zürich, where he teaches non-life insurance mathematics and credibility. He wrote his doctoral thesis with Hans Bühlmann at ETH, and since then has worked for more than twenty years in the insurance industry. While a full time practising actuary, he has always kept in close contact with actuarial science: he was co-editor of the ASTIN-Bulletin for 10 years and has published many articles, mainly in credibility theory.