The Bühlmann-Straub model with the premium calculated according to the variance principle. (English) Zbl 0701.62101

Summary: The paper develops the credibility model of H. Bühlman and E. Straub [Mitt., Schweiz. Ver. Versicherungsmath. 70, 111-133 (1970; Zbl 0197.465)] for the premium calculated according to the variance principle. We also propose unbiased estimators for the structural parameters.


62P05 Applications of statistics to actuarial sciences and financial mathematics


Zbl 0197.465
Full Text: DOI


[1] Bühlmann, H., Mathematical methods in risk theory, (1970), Springer-Verlag Berlin, Heidelberg, New York · Zbl 0209.23302
[2] Bühlmann, H.; Straub, E., Glaubwürdigkeit für schadensätze, Bulletin of the association of swiss actuaries, 70, 111-133, (1970) · Zbl 0197.46502
[3] Sundt, B., An introduction to non-life insurance mathematics, 28, (1984), Verlag Versicherungswirtschaft Karlsruhe, Veröffentlichungen des Instituts der Universität Mannheim · Zbl 0543.62087
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