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A course in credibility theory and its applications. (English) Zbl 1108.91001
Universitext. Berlin: Springer (ISBN 3-540-25753-5/pbk). xviii, 331 p. (2005).
From the authors’ summary: ”... The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich... It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advance level... The book... treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes.”

MSC:
91-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91B28 Finance etc. (MSC2000)
91B30 Risk theory, insurance (MSC2010)
62C10 Bayesian problems; characterization of Bayes procedures
62F15 Bayesian inference
62P05 Applications of statistics to actuarial sciences and financial mathematics
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