The Bühlmann–Straub Estimation of Claim Means in Random B-F Reserve Model

Table 1

The MSE of CL, B-F, BE, and CE under Bayesian setup.

	0	1	2	3	4	5	6
CL	0	9.3733	3.4652	1.8622	0.3549	1.3131	1.1630
B-F	0	0.1441	0.2578	2.0759	0.8748	1.5095	1.4992
BE	0	0.2077	0.4954	2.5547	1.5858	2.3768	2.2290
CE	0	0.0993	0.1555	0.5230	0.5279	1.1623	1.1992