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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.

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics

Citations:

Zbl 0197.465
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References:

[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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