A Course in Credibility Theory And Its Applications

This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.

Hans BuhlmannHans Buhlmann is professor emeritus of ETH Zurich, where he taught mathematics for more than thirty years. He has held visiting appointments at UC Berkeley, University of Michigan, UL Bruxelles, University of Tokyo, University of Manitoba, Universita La Sapienza in Rome, Scuola Normale Superiore Pisa. His interest in actuarial science dates back to his first employment after his doctorate, when he worked in the insurance industry. His book "Mathematical Methods in Risk Theory" (Springer Grundlehren) is a classic in the actuarial literature.www.math.ethz.ch/~hbuhl Alois GislerAlois Gisler is chief actuary at Winterthur Insurance Company and professor at ETH Zurich, where he teaches non-life insurance mathematics and credibility. He wrote his doctoral thesis with Hans Buhlmann at ETH, and since then has worked for more than twenty years in the insurance industry. While a full time practising actuary, he has always kept in close contact with actuarial science: he was co-editor of the ASTIN-Bulletin for 10 years and has published many articles, mainly in credibility theory.www.math.ethz.ch/~gisler