Methoden vergelijken

	Credibility Theory	Extreemwaardetheorie (EVT)	Ruin Theory
Vakgebied	Actuariële wetenschappen	Financiering	Actuariële wetenschappen
Familie	Regression model	Regression model	Regression model
Jaar van ontstaan	1967	2001	2010
Grondlegger	Hans Bühlmann	Coles (textbook treatment); McNeil, Frey & Embrechts	Filip Lundberg; Harald Cramér
Type	Weighted linear blend of individual and collective experience	Tail / extreme-event model	Stochastic risk process model
Oorspronkelijke bron	Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207.	Coles, S. (2001). An Introduction to Statistical Modeling of Extreme Values. Springer. ISBN: 978-1852334598	Asmussen, S., & Albrecher, H. (2010). Ruin Probabilities (2nd ed.). World Scientific. ISBN: 978-981-4282-52-9
Aliassen	Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi	EVT, generalized extreme value, generalized Pareto distribution, peaks over threshold	Collective Risk Theory, Cramér-Lundberg Theory, Probability of Ruin Analysis, Hasar Süreci Çöküş Teorisi
Verwant	3	5	3
Samenvatting	Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles.	Extreme Value Theory is a statistical framework for modelling the rare events that live in the tail of a probability distribution. As developed in Coles (2001) and applied to risk by McNeil, Frey & Embrechts (2005), it offers two standard routes: the Generalized Extreme Value (GEV) distribution for block maxima and the Generalized Pareto Distribution (GPD), used in the peaks-over-threshold approach, for exceedances above a high threshold.	Ruin Theory models the stochastic surplus process of an insurance company to quantify the probability that accumulated losses eventually exceed available capital. Introduced by Filip Lundberg in his 1903 doctoral thesis and rigorously unified by Harald Cramér in 1930, the classical Cramér-Lundberg model assumes premiums arrive at a constant rate, claims follow a compound Poisson process, and individual claim sizes are independent and identically distributed. It remains the foundational framework of collective risk theory in actuarial science.