Insurance applications of dependence modeling

Author:

Genest Christian1,Scherer Matthias2

Affiliation:

1. Department of Mathematics and Statistics , McGill University , Montréal (Québec) Canada

2. Lehrstuhl für Finanzmathematik , Technische Universität München , Garching , Germany

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference33 articles.

1. [1] Bailey, A.L. (1950). Credibility procedures, Laplace’s generalization of Bayes’ rule and the combination of collateral knowledge with observed data. Proceedings of the Casualty Actuarial Society 37(67), pp. 7–23.

2. [2] Bailey, A.L. (1950). Credibility procedures, Laplace’s generalization of Bayes’ rule and the combination of collateral knowledge with observed data: Discussion. Proceedings of the Casualty Actuarial Society 37(68), pp. 94–115.

3. [3] Bühlmann, H. (1967). Experience rating and credibility. Astin Bull. 4(3), 199–207.

4. [4] Bühlmann, H. and A. Gisler (2005). A Course in Credibility Theory and its Applications. Springer, Berlin.

5. [5] Durante, F., G. Puccetti, and M. Scherer (2015). Building bridges between mathematics, insurance and ˝nance: An interview with Paul Embrechts. Depend. Model. 3, 17–28.

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