Research Article
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 |
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