𝔖 Bobbio Scriptorium
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084016 (M31) Bühlmann's credibility premium in the Bühlmann-Straub model : Dannenburg D., Bulletin Swiss Association of Actuaries, 1996, Heft 1, pp. 63–78


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
86 KB
Volume
19
Category
Article
ISSN
0167-6687

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✦ Synopsis


Abstracts and Reviews

account. Due to this procedure many possibilities for modeling are included. Some of them are illustrated by suitable data. Finally, several problems and possible solutions related to the fit of a claim number distribution are discussed. Thereby the goodness of fit to real data of some distributions is examined.


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Whittaker graduation is applied to the spatial smoothing of insurance data. Such data (e.g. claim frequency) form a surface over the 2-dimensional geographic domain to which they relate. Observations on this surface are subject to sampling error. They need to be smoothed spatially if a reliable esti