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Hess, Klaus Th.; Liewald, Anett; Schmidt, Klaus D. - 2002

This recursion is of interest since it yields a recursion for the aggregate claims distribution in the collective model of risk theory when the claim size distribution...

Persistent link: https://www.econbiz.de/10005847062

A note on Poisson renewal processes

Hess, Klaus Th.; Schmidt, Klaus D. - 1999

Persistent link: https://www.econbiz.de/10004580844

A comparison of models for the chain ladder method

Hess, Klaus Th.; Schmidt, Klaus D. - 2000

Persistent link: https://www.econbiz.de/10004686607

Optimal premium plans for reinsurance with reinstatements

Hess, Klaus Th.; Schmidt, Klaus D. - 2004

Persistent link: https://www.econbiz.de/10004819008

Thinning of risk processes

Hess, Klaus Th.; Macht, Wolfgang; Schmidt, Klaus D. - 1995

Persistent link: https://www.econbiz.de/10004593532

Convergence of Bayes and credibility premiums in the Bühlmann-Straub model

Hess, Klaus Th.; Schmidt, Klaus D. - 1996

Persistent link: https://www.econbiz.de/10004593533

Convergence of bayes and credibility premiums in the Bühlmann-Straub model

Hess, Klaus Th.; Schmidt, Klaus D. - 1994

Persistent link: https://www.econbiz.de/10013439064

Separation of small and large claims on the basis of collective models

Gütschow, Tobias; Hess, Klaus Th.; Schmidt, Klaus D. - In: Scandinavian actuarial journal 2018 (2018) 6, pp. 529-544

Persistent link: https://www.econbiz.de/10015121244

Random partitions of samples

Hess, Klaus Th. - 2000

Persistent link: https://www.econbiz.de/10004580841

Conditional zero-one laws

Hess, Klaus Th. - 1998

Persistent link: https://www.econbiz.de/10004580855