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A remark on modelling IBNR claim numbers with random delay pattern

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

Persistent link: https://www.econbiz.de/10004568329

Experience reserving under vague prior information

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

Persistent link: https://www.econbiz.de/10004568333

Arbeitsbuch Mathematik : Multiple-Choice-Aufgaben

Schmidt, Klaus D. - 2005 - Zweite Auflage

Persistent link: https://www.econbiz.de/10004882510

Versicherungsmathematik

Schmidt, Klaus D. - 2006 - Zweite, durchgesehene Auflage

Persistent link: https://www.econbiz.de/10004882529

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