A Course in Credibility Theory and its Applications

A Course in Credibility Theory and its Applications

ID:40556680

大小:2.43 MB

页数:346页

时间:2019-08-04

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1、HansBühlmannAloisGislerACourseinCredibilityTheoryanditsApplicationsABCProfessorHansBühlmannProfessorAloisGislerSwissFederalInstituteWinterthurInsuranceCompanyofTechnologyZurichWSANETHZentrum,HGRömerstrasse17Rämistrasse1018401Winterthur8092ZürichSwitzerlandSw

2、itzerlandE-mail:alois.gisler@winterthur.chE-mail:hbuhl@math.ethz.chMathematicsSubjectClassification:91B30,62P05,62J05,62C10,62C12LibraryofCongressControlNumber:2005930887ISBN-103-540-25753-5SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-25753-0SpringerBerlin

3、HeidelbergNewYorkThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatab

4、anks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.Sprin

5、gerisapartofSpringerScience+BusinessMediaspringeronline.comcSpringer-VerlagBerlinHeidelberg2005PrintedinTheNetherlandsTheuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchna

6、mesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Typesetting:bytheauthorsandTechBooksusingaSpringerLATEXmacropackageCoverdesign:design&productionGmbH,HeidelbergPrintedonacid-freepaperSPIN:1132075341/TechBooks543210Dedicate

7、dtoGerdiandMarlisPrefaceThetopicofcredibilitytheoryhasbeenformanyyears—andstillis—oneofourmajorinterests.Thisinteresthasledusnotonlytomanypublications,butalsohasbeenthemotivationforteachingmanycoursesonthistopicovermorethan20years.Thesecourseshaveundergoneco

8、nsiderablechangesovertime.Whatwepresenthere,“ACourseinCredibilityTheoryanditsApplications”,isthefinalproductofthisevolution.Credibilitytheorycanbeseenasthebasicparadigmunderlyingthepricingofinsur

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