An autoregressive credibility IBNR model

Author:

Dannenburg Dennis

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Reference10 articles.

1. Bühlmann, H. and E. Straub (1970): Glaubwürdigkeit für Schadensätze Mitteilungen der VSVM, 70, pp11–133.

2. Dannenburg, D. (1994a): Estimators in the Regression Credibility Model; Presented at the XXV ASTIN Colloquium in Cannes.

3. Dannenburg, D. (1994b): Some Results on the Estimation of the Credibility Factor in the Classical Bühlmann Model; Insurance: Mathematics and Economics, 14, 39–50.

4. Dannenburg, D. (1995): Crossed Classification Credibility Models; Tinbergen Institute Discussion Paper, TI 95–64, Amsterdam.

5. De Vylder, F. (1982): Estimation of IBNR Claims by Credibility Theory; Insurance: Mathematics and Economics, 1, 35–40.

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