Credibility in favor of unlucky insureds

North American Actuarial Journal

Volumn 4, Issue 1, 2000, Pages 107-113

  Young, Virginia R ^a   De Vylder, F Etienne ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011209657     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2000.10595885     Document Type: Article

References (13)

1. BüHlmann, H. 1967. "Experience Ratinǵ and Credibility," ASTIN Bulletin 4:199–207.
2. BüHlmann, H. 1970. Mathematical Models in Risk Theory. New York: Sprinǵer-Verlag.
3. BüHlmann, H., and Straub, E. 1970. "Glaubwürdiǵkeit für Schadensätze," Mitteilunǵen der Vereiniǵunǵ Schweizerischer Versicherunǵs-Mathematiker 70:111–33.
4. Dannenburg, D.R., Kaas, R., and Goovaerts, M.J. 1996. Practical Actuarial Credibility Models. Institute of Actuarial Science and Econometrics, University of Amsterdam.
5. Fox, C. 1987. An Introduction to the Calculus of Variations. New York: Dover.
6. Gisler, A., and Reinhard, P. 1993. "Robust Credibility," ASTIN Bulletin 23:117–43.
7. Hewitt, C. 1967. "Loss Ratio Distributions: A Model," Proceedinǵs of the Casualty Actuarial Society 54:70–93.
8. Klugman, S., Panjer, H., and Willmot, G. 1997. Loss Models: From Data to Decisions. New York: Wiley.
9. KüNsch, H.R. 1992. "Robust Methods for Credibility," ASTIN Bulletin 22:33–49.
10. Sundt, B. 1992. "On Greatest Accuracy Credibility with Limited Fluctuation," Scandinavian Actuarial Journal 1992, no. 2: 109–19.
11. Venter, G. 1990. "Credibility," in Foundations of Casualty Actuarial Science. New York: Casualty Actuarial Society.
12. Young, V.R. 1997. "Credibility Usinǵ a Loss Function from Spline Theory," Scandinavian Actuarial Journal 1997, no. 2:160–85.
13. Young, V.R. 1998. "Credibility Usinǵ a Loss Function from Spline Theory: Parametric Models with a One-Dimensional Sufficient Statistic," North American Actuarial Journal 2, no. 1 (January):101–17.