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Credibility for Severity Revisited
Abstract It is basic actuarial knowledge that the pure premium of an insurance contract can be written as the product of the expected claim number and the expected claim amount. Actuaries useExpand
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A generalized crossed classification credibility model
Abstract In the crossed classification credibility (CCC) model of Dannenburg [Crossed classification credibility models. In: Transactions of the 25th International Congress of Actuaries, Vol. 4,Expand
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Computation of the Aggregate Claim Amount Distribution Using R and Actuar
TLDR
actuar is a package providing additional Actuarial Science functionality to the R statistical system for risk theory calculations. Expand
Journalists and Sociologists
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A note on optimal parameter estimation under zero-excess assumptions
Abstract In the Buhlmann-Straub credibility model, optimal estimators (in the sense of minimum variance) for the variance parameters were proposed by De Vylder and Goovaerts [Insurance: MathematicsExpand
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