de Vijlder, F.; Cossette, H. Dependent contracts in Bühlmann’s credibility model. (English) Zbl 0810.62093 Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 127-142 (1994). Summary: We show how Bühlmann’s model in credibility theory can be adapted in order to cope with contracts that are not necessarily stochastically independent. As illustration, outside the insurance world, we estimate the probability that the ball falls in a fixed hole of an imperfect casino roulette. We also indicate how the dependence between the contracts could be detected in a distribution-free set-up. MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 60C05 Combinatorial probability Keywords:stochastically dependent contracts; Bühlmann’s model; credibility theory; imperfect casino roulette; distribution-free PDFBibTeX XMLCite \textit{F. de Vijlder} and \textit{H. Cossette}, Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 127--142 (1994; Zbl 0810.62093)