Coverart for item
The Resource A course in credibility theory and its applications, Hans Bühlmann, Alois Gisler

A course in credibility theory and its applications, Hans Bühlmann, Alois Gisler

Label
A course in credibility theory and its applications
Title
A course in credibility theory and its applications
Statement of responsibility
Hans Bühlmann, Alois Gisler
Creator
Contributor
Subject
Language
eng
Summary
"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 ideas and examples even though credibility methods have not yet been widely applied here." "The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zurich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level." "Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward." "This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance."--Jacket
Member of
Is part of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Bühlmann, Hans
Dewey number
368.01
Illustrations
illustrations
Index
index present
LC call number
HG8781
LC item number
.B818 2005eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Gisler, Alois
Series statement
Universitext
http://library.link/vocab/subjectName
  • Credibility theory (Insurance)
  • Crédibilité, Théorie de la (Assurance)
  • Credibility theory (Insurance)
  • Grootste aannemelijkheid
  • Schattingstheorie
  • Econometrische modellen
Label
A course in credibility theory and its applications, Hans Bühlmann, Alois Gisler
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 323-327) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
262680777
Dimensions
unknown
Extent
1 online resource (xviii, 331 pages)
Form of item
online
Isbn
9783540257530
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/3-540-29273-X
Other physical details
illustrations (chiefly color).
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-25753-0
Specific material designation
remote
System control number
(OCoLC)262680777
Label
A course in credibility theory and its applications, Hans Bühlmann, Alois Gisler
Publication
Bibliography note
Includes bibliographical references (pages 323-327) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
262680777
Dimensions
unknown
Extent
1 online resource (xviii, 331 pages)
Form of item
online
Isbn
9783540257530
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/3-540-29273-X
Other physical details
illustrations (chiefly color).
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-25753-0
Specific material designation
remote
System control number
(OCoLC)262680777

Library Locations

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      38.944491 -92.326012
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