On the stochastic increasingness of future claims in the Bühlmann linear credibility premium

DOI10.1007/BF02809115zbMath1359.62465OpenAlexW1719375325MaRDI QIDQ5422806

Oana Purcaru, Michel M. Denuit

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809115

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Cites Work

• A Note on the Influence of the Sample on the Posterior Distribution
• The influence of the sample on the posterior distribution
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