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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) 6, pp. 529-544
Persistent link: https://www.econbiz.de/10011939708
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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
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On the decomposition of mixed poisson processes
Hess, Klaus Th. - 2003
Persistent link: https://www.econbiz.de/10004444494
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Random partitions of samples
Hess, Klaus Th. - 2000
Persistent link: https://www.econbiz.de/10004580841
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Conditional zero-one laws
Hess, Klaus Th. - 1998
Persistent link: https://www.econbiz.de/10004580855
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A note on the decomposition of a random sample size
Hess, Klaus Th. - 2007
Persistent link: https://www.econbiz.de/10004900952
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An Extension of Panjer's Recursion
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
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A comparison of models for the chain ladder method
Hess, Klaus Th.; Schmidt, Klaus D. - 2000
Persistent link: https://www.econbiz.de/10004686607
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Thinning of risk processes
Hess, Klaus Th.; Macht, Wolfgang; Schmidt, Klaus D. - 1995
Persistent link: https://www.econbiz.de/10004593532
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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