Bisk theory and its statistics enyiroment

DOI10.1080/02331889008802247zbMath0697.62098OpenAlexW1972065216MaRDI QIDQ3474014

Ragnar Norberg

Publication date: 1990

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802247

zbMATH Keywords

surveyStochastic processesruin theorylife insuranceNumerical methodsrisk theoryIBNR claimsempirical Bayes estimatorsUtilitysolvency requirementsOrdering of riskstotal claims distributionstarifficationHeterogeneity modelshistory analysisoptimal insurance coveragesoptimal risk exchanges

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Measuring the effects of reinsurance by the adjustment coefficient
• The emergence of profit in life insurance
• On optimal parameter estimation in credibility
• Estimation of IBNR claims by credibility theory
• On the asymptotic distribution of weighted least squares estimators
• A contribution to modelling of IBNR claims
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• The credibility approach to experience rating
• Empirical Bayes credibility
• Ruin probabilities expressed in terms of ladder height distributions
• Actuarial values of payment streams
• Excess of loss reinsurance limits

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