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

Table 2

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

	0	1	2	3	4	5	6
CL	0	25.6394	15.2681	2.9290	0.9422	0.6448	1.9643
B-F	0	0.0524	0.1436	0.3754	0.7814	0.7540	1.1165
Cred	0	0.0774	0.2012	0.4290	0.7300	0.8169	1.2150