Credibility estimators in continuous time and their statistical attributes

This work is based on the considerations and results in Merz (2005). Starting from the continuous analogon of the generalized Hachmeister model in Mangold (1987) and Merz (2004), the work concentrates on four models, which are derived as special cases. The credibility estimator and its attributes such as convergence against the risk adequate individual premium as well as its relationship to the Bayes estimator will be determined for the models. The first three models can be understood as the continuous complement of the models from Hachmeister, Bühlmann-Straub and Bühlmann respectively. The fourth model does not have any discrete complement. It is distinguished by its higher degree of reality and further plausible attributes. Article is written in German.