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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
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Experience rating under weighted squared error loss
Schmidt, Klaus D.; Timpel, Matthias - 1994
Persistent link: https://www.econbiz.de/10004568332
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Experience reserving under vague prior information
Hess, Klaus Th.; Schmidt, Klaus D. - 1994
Persistent link: https://www.econbiz.de/10004568333
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Arbeitsbuch Mathematik : Multiple-Choice-Aufgaben
Schmidt, Klaus D. - 2005 - Zweite Auflage
Persistent link: https://www.econbiz.de/10004882510
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Versicherungsmathematik
Schmidt, Klaus D. - 2006 - Zweite, durchgesehene Auflage
Persistent link: https://www.econbiz.de/10004882529
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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
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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
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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
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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
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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