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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
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4、anks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.Sprin
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7、dtoGerdiandMarlisPrefaceThetopicofcredibilitytheoryhasbeenformanyyears—andstillis—oneofourmajorinterests.Thisinteresthasledusnotonlytomanypublications,butalsohasbeenthemotivationforteachingmanycoursesonthistopicovermorethan20years.Thesecourseshaveundergoneco
8、nsiderablechangesovertime.Whatwepresenthere,“ACourseinCredibilityTheoryanditsApplications”,isthefinalproductofthisevolution.Credibilitytheorycanbeseenasthebasicparadigmunderlyingthepricingofinsur