Bühlmann H.
and Gisler A. (2005), A Course in
Credibility Theory and its Applications, Springer Verlag
|
2013 |
Best Estimate Reserves and the
Claims Development Result in Consecutive Calendar Year; ASTIN
Colloquium Den Haag (with Saluz A.) |
|
2012 |
Calibration of Mortality Tables for
Old Age Pensioners by means of Multidimensional Credibility Theory, European
Actuarial Journal Conference,
Lausanne, Sept 6-7 (with F. Weber). |
|
2012 |
Bornhuetter Ferguson Method with
Repricing, European Actuarial Journal Conference, Lausanne, Sept 6-7 (with Saluz
A., Bühlmann H., Gisler A., Morriconi F.) |
|
2012 |
A Note on Best Estimate Reserves and
the Claims Development Result in Consecutive Years, European
Actuarial Journal Conference, Lausanne, Sept 6-7 |
|
2009 |
The Insurance Risk in the SST and in
Solvency II: ASTIN Colloquium in Helsinki and at the Scientific Day of the
DAV/DGVM in Berlin. |
|
2003 |
Multidimensional Credibility and its
Application to the Treatment of Large Claims ASTIN Colloquium Berlin, August24-27 (with Bühlmann H. and Kollöffel
D.) |
|
2000 |
Some Practical Results in Credibility, ASTIN Colloquium, Sardinia, Sept 17-20 |
|
1996 |
Bonus-Malus and Tarif Segmentation, ASTIN Colloquium,
Copenhagen, Sept 1-5 |
|
2013 |
Best Estimate Reserves and the
Claims Development Result in Consecutive Calendar Year; to
appear in Annnals of Actuarial Science (with Saluz A.) |
|
2013 |
The Bornhuetter-Ferguson Method with
Repricing; submitted; (with Saluz A. , Bühlmann H., Moriconi F.) |
|
2011 |
Development Pattern and Prediction
Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method, ASTIN
Bulletin, 279-313 (with Saluz A. and Wüthrich M.V) |
|
2010 |
Credibility Theory, invited
contribution in Encyclopedia of
Quantitative Finance, John Wiley and Sons |
|
2009 |
Recursive Credibility Formula for
Chain Ladder Factors and the Claims Development Result, ASTIN
Bulletin, 275-306 (with Bühlmann H., De Felice M., Moriconi F., Wüthrich
M.V.) |
|
2009 |
The Insurance Risk in the SST and in
Solvency II: ASTIN Colloquium, Helsinki, June 1-4 (also presented at the Scientific Day of the DAV/DGVM in
Berlin). |
|
2008 |
Recursive Credibility for Chain
Ladder Factors and the claims development result, joint paper with H. Bühlmann and alias,
forthcoming, ASTIN Bulletin |
|
2006 |
The Eestimation Error in the Chain
Ladder Reserving Method: A Bayesian Approach, ASTIN
Bulletin, 553-565 |
|
1999 |
An addendum and a Short Comment on the
Paper 'Estimating the Value of the Wincat Coupons of Winterthur Insurance
Convertible Bond by U. Schmock', ASTIN Bulletin, 165-171 (with Frost P.) |
|
1997 |
Credibility in the Regression case
revisited, ASTIN
Bulletin, 83-98 (with Bühlmann H) |
|
1993 |
Robust Credibility,ASTIN Bulletin, p.
117-143; joint paper with Peter Reinhard |
|
1990 |
Credibility Theory Made Easy, Journal of the
Swiss actuarial Association, 75-100 |
|
1989 |
Otpimales Stutzenvon Daten in der Credibility Theorie, Schriftenreihe Angewandte Versicherungsmathematik, Heft 22,
Deutsche Gesellschaft für Versicherungsmathematik, 125-150 |
|
1987 |
Einige Bemerkungen zum hierarchischen Credibility Modell, Journal of the Swiss Actuarial Association, 91-98 |
|
1986 |
Prämienberechnung für Schadenexzedenten, Journal of the
Swiss Actuarial Association , 55-75 (with Schnieper R. and Hofmann S.) |
|
1985 |
Kommentar zur Anwendung der 'Moral Hazard'-Theorie im
Versicherungsbereich, Journal of the Swiss Actuarial
Association, 77-80 (with Müller H.) |
|
1982 |
Excess Claims and Data Trimming in the
Context of Credibility Rating
Procedures, Journal of
the Swiss Actuarial Association, 117-147 ( with Bühlmann H. and Jewell W.S.) |
|
1981 |
On Parameter Estimators in Credibility, Journal of the Swiss
Actuarial Association, 181-212, (with Dubey
A.) |
|
1980 |
Optimum trimming of Data in the
Credibility Modell, Journal of
the Swiss Actuarial Association,. 313-326 |