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Loss prediction in a linear model under a linear constraint

Kloberdanz, Kathrin; Schmidt, Klaus - In: AStA Advances in Statistical Analysis 93 (2009) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10005004294

Prediction in the linear model under a linear constraint

Kloberdanz, Kathrin; Schmidt, Klaus - In: AStA Advances in Statistical Analysis 92 (2008) 2, pp. 207-215

Persistent link: https://www.econbiz.de/10005755500

STATISTICAL DECISION PROBLEMS AND LINEAR PREDICTION UNDER VAGUE PRIOR INFORMATION

Schmidt, Klaus D. - In: Statistics & Decisions 18 (2000) 4, pp. 429-442

Persistent link: https://www.econbiz.de/10014622130

Non-optimal prediction by the chain ladder method

Schmidt, Klaus D. - In: Insurance: Mathematics and Economics 21 (1997) 1, pp. 17-24

Persistent link: https://www.econbiz.de/10005374578

Multivariate loss prediction in the multivariate additive model

Hess, Klaus Th.; Schmidt, Klaus D.; Zocher, Mathias - In: Insurance: Mathematics and Economics 39 (2006) 2, pp. 185-191

Persistent link: https://www.econbiz.de/10005375094

A comparison of models for the chain-ladder method

Hess, Klaus Th.; Schmidt, Klaus D. - In: Insurance: Mathematics and Economics 31 (2002) 3, pp. 351-364

Persistent link: https://www.econbiz.de/10005375182

Positive homogeneity and multiplicativity of premium principles on positive risks

Schmidt, Klaus D. - In: Insurance: Mathematics and Economics 8 (1989) 4, pp. 315-319

Persistent link: https://www.econbiz.de/10005375271

A note on the overdispersed Poisson family

Schmidt, Klaus D. - In: Insurance: Mathematics and Economics 30 (2002) 1, pp. 21-25

Persistent link: https://www.econbiz.de/10005380703

Bayesian models in actuarial mathematics

Schmidt, Klaus D. - In: Computational Statistics 48 (1998) 1, pp. 117-146

The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in...

Persistent link: https://www.econbiz.de/10010847482

Bayesian models in actuarial mathematics

Schmidt, Klaus D. - In: Mathematical Methods of Operations Research 48 (1998) 1, pp. 117-146

Persistent link: https://www.econbiz.de/10010949923