Hostname: page-component-5c6d5d7d68-sv6ng Total loading time: 0 Render date: 2024-08-21T19:29:21.020Z Has data issue: false hasContentIssue false
  • English
  • Français

Mutual Reinsurance and Homogeneous Linear Estimation

Published online by Cambridge University Press:  07 February 2018

Walther Neuhaus
Walther Neuhaus*
Affiliation:
University of Osloand Storebrand Insurance Company, Oslo, Norway
*
Mathematical Institute, University of Oslo, P.O.Box 1053 Blindern, N-0316 Oslo 3, Norway.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

The technique of risk invariant linear estimation from Neuhaus (1988) has been applied in the construction of a mutual quota share reinsurance pool between the subsidiary companies of the Storebrand Insurance Company, Oslo. The paper describes the construction of the reinsurance scheme.

Type
Workshop
Information
ASTIN Bulletin: The Journal of the IAA , Volume 19 , Issue 2 , November 1989 , pp. 213 - 221
Copyright
Copyright © International Actuarial Association 1989

References

Buchanan, R. A., Heppell, I., Neuhaus, W. (1989) A hierarchical credibility model. Paper presented to the XXI ASTIN Colloquium.Google Scholar
Bühlmann, H. (1970) Credibility procedures. Proceedings of the sixth Berkeley Symposium on mathematical statistics and probability.Google Scholar
Bühlmann, H. and Jewell, W.S. (1979) Optimal risk exchanges. ASTIN Bulletin 10, 243–262.Google Scholar
Bühlmann, H. and Straub, E. (1970) Glaubwürdigkeit für Schadensätze. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker, 111–133.Google Scholar
Gisler, A. (1987) Einige Bemerkungen zum hierarchischen Credibility-Modell. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker, 91–98.Google Scholar
Neuhaus, W. (1988) Risk invariant linear estimation. Scandinavian Actuarial Journal, 157–190.Google Scholar
Sundt, B. (1979) A hierarchical credibility regression model. Scandinavian Actuarial Journal, 107–114.CrossRefGoogle Scholar