Overview
- First text treating all aspects of credibility
- Results are derived and intuitively interpreted
- Practitioners find many applications
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (10 chapters)
Keywords
About this book
Reviews
From the reviews:
"The book is aimed at teachers and students as well as practicing experts in the financial area … . Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here. The book covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model." (Zeitschrift für die gesamte Versicherungswissenschaft, Issue 2, 2006)
"The authors … have done an excellent job while explaining the basic concept and at the same time elaborating on the practical problems actuaries encounter. … The book is aimed at teachers, students and practising experts, especially actuaries working in property-casualty insurance. … The book has relevant practical examples and exercises which practitioners might find useful. It may be useful for students/non-actuaries who do not have a statistical background … ." (Gautam Kakar, Annals of Actuarial Science, Vol. 2 (2), 2007)
Authors and Affiliations
About the authors
Hans Bühlmann
Hans Bühlmann is professor emeritus of ETH Zürich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Università La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry. His book "Mathematical Methods in Risk Theory" (Springer Grundlehren) is a classic in the actuarial literature.
www.math.ethz.ch/~hbuhl
Alois Gisler
Alois Gisler is chief actuary at Winterthur Insurance Company and professor at ETH Zürich, where he teaches non-life insurance mathematics and credibility. He wrote his doctoral thesis with Hans Bühlmann at ETH, and since then has worked for more than twenty years in the insurance industry. While a full time practising actuary, he has always kept in close contact with actuarial science: he was co-editor of the ASTIN-Bulletin for 10 years and has published many articles, mainly in credibility theory.
www.math.ethz.ch/~gisler
Bibliographic Information
Book Title: A Course in Credibility Theory and its Applications
Authors: Hans Bühlmann, Alois Gisler
Series Title: Universitext
DOI: https://doi.org/10.1007/3-540-29273-X
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2005
Softcover ISBN: 978-3-540-25753-0Published: 30 August 2005
eBook ISBN: 978-3-540-29273-9Published: 13 November 2005
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XVIII, 338
Number of Illustrations: 9 b/w illustrations, 22 illustrations in colour
Topics: Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance