Essays about: "Bühlmann-Straub"

Found 1 essay containing the word Bühlmann-Straub.

  1. 1. Generalized Bühlmann-Straub credibility theory for correlated data

    University essay from Stockholms universitet/Matematiska institutionen

    Author : Mikael Andblom; [2023]
    Keywords : credibility theory; credibility estimator; credibility blending; Bühlmann-Straub; correlated data; uncertainty-based credibility; actuarial science; insurance mathematics;

    Abstract : In this thesis, we first go through classical results from the field of credibility theory. One of the most well-known models in the field is the Büuhlmann-Straub model. The model is relatively straightforward to apply in practice and is widely used. A major advantage of the model is its simplicity and intuitive dependency on its model parameters. READ MORE