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The aim of this graduation work is theoretically describe and also demonstrate the practical application of the theory of credibility in the multidimensional case. This theory is one of the most frequently used methods for calculating premiums, expected claims frequency or the expected average amount of damage. In this work we describe multidimensional Bühlmann-Straub credibility model and two- dimensional model with a known distribution. For each of these models we derive credibility estimate and examples of using these estimates in practice. Both models are compared on simulated data. Powered by TCPDF (www.tcpdf.org)

Thesis (Ph. D.)--University of Oregon, 2000. / Typescript. Includes vita and abstract. Includes bibliographical references (leaves 292-307). Also available for download via the World Wide Web; free to University of Oregon users. Address: http://wwwlib.umi.com/cr/uoregon/fullcit?p9978256.

Lors de la préparation de L’Évangile selon Matthieu (1964), Pier Paolo Pasolini indique dans une lettre au théologien Lucio Caruso qu’il ne souhaite pas adapter le texte biblique mais le « traduire fidèlement en images ». Adapter une œuvre littéraire pour le grand écran consiste généralement à en extraire un « contenu » à partir duquel un scénario sera développé. Or, c’est à l’œuvre matthéenne que le cinéaste souhaite nous ramener, non à l’histoire du Christ. Il va ainsi s’attacher à traduire la poésie du texte au moyen du cinéma. Le concept de traduction auquel Pasolini fait appel ne désigne-t-il pas un mode de relation aux œuvres dont pourraient relever d’autres films réalisés à partir de sources écrites ? C’est ce que cette thèse entend vérifier en rapprochant l’expérience de L’Évangile du travail entrepris par Danièle Huillet et Jean-Marie Straub à partir de plusieurs textes et de la relation entretenue par le cinéma de Béla Tarr aux écrits de László Krasznahorkai. À travers ces démarches apparaît la possibilité d’une altération formelle du film par le texte. Elles nous font passer du régime de la translation, qui sous-tend la majorité des théories de l’adaptation, à ceux de la reprise et de la métamorphose. Que ce concept de traduction puisse éclairer certains aspects de la pratique cinématographique, c’est ce que je chercherai simultanément à démontrer. La vision d’un film tient d’une énonciation continue où s’éprouve la langue. Aussi, envisager le cinéma comme un espace traductif, c’est y voir un lieu possible de redistribution des positions et de reconfiguration des énoncés. Cette poétique du traduire est une politique, qui engage une conception de la création artistique. / During the preparation of The Gospel According to Matthew (1964), Pier Pasolini stated in a letter to theologian Lucio Caruso that he did not want to adapt the biblical text, but wished to “translate [it] faithfully into images”. To adapt a literary work onto the big screen usually consists in extracting out of it a “content” from which a script can then be developed. But Pasolini’s intent was to take us back to the text of the gospel, not to the story of Christ – hence his endeavour to translate the text’s poetry by means of cinema. The concept of translation invoked by Pasolini denotes a certain mode of relationship to a given work. Could this mode pertain to other films derived from written sources? This is what will be investigated in this thesis, by bringing together the experience of The Gospel According to Matthew and two other approaches: on the one hand, the works by Danièle Huillet and Jean-Marie Straub based on various texts; on the other hand, the relationship between Béla Tarr’s cinema and László Krasznahorkai’s writings. Through these processes emerges the idea of a possible alteration of the film’s form by the text. From the rule of translation, which underlies most of the theories of adaptation, we move to the rule of reprise and metamorphosis. I will also try to demonstrate that this concept of traduction can shed light on some aspects of the practice of filmmaking. The viewing of a film is a continuous enunciation where the language is being experienced. Therefore, to consider cinema as a translative space is to perceive it as a place where positions can be dealt anew and utterances reshaped. This translative poetics is actually a politics, and one which affects our conception of artistic creation.

In this dissertation I investigate the stylistic shift in the cinema of selected filmmakers whose work is rooted in Bertolt Brecht’s dramatic theory: Jean-Marie Straub and Danièle Huillet, Peter Watkins, and Lars von Trier. Through the work of these filmmakers, I trace the ongoing change in the cinematic applications of the theory. By and large, the change consists of a lessening of the role of montage – a technique that occupies a paramount place in Brecht’s theatrical and filmic practice – in favour of the objects within the camera’s field of view and the sounds within the microphone’s range. Since the ultimate effect for which the Brechtian filmmaker aims is that of Verfremdung, theatrical stylisation – itself estranging within the context of cinema – appears as a natural corollary of the described shift in emphasis. I also suggest a causal connection between the aforementioned shift and the growing self-consciousness of the style employed by meainstream cinemas (of which Hollywood is the foremost representative), which often manifests itself in the use of unorthodox editing patterns. Accordingly, I propose that we can attribute the contemporary Brechtian filmmaker’s growing reliance on mise-en-scène elements as a source of Verfremdung largely to the major film industries’ adoption of montage and other specifically cinematic codes that make a film’s style overt. Not surprisingly, perhaps, the Brechtian filmmaker – whose political stance is inherently antagonistic to that exemplified by most mainstream cinema, reacts to the normalisation of foregrounded film style by employing the opposite strategy.

The purpose of this thesis is to show how the theory and practice of credibility can bene t statistical modeling. The task was, fundamentally, to derive models that could provide the best estimate of the losses for any given class and also to assess the variability of the losses, both from a class perspective as well as from an aggregate perspective. The model tting and diagnostic tests will be carried out using standard statistical packages. A case study that predicts the number of deaths due to cancer is considered, utilizing data furnished by the Colorado Department of Public Health and Environment. Several credibility models are used, including Bayesian, B uhlmann and B uhlmann-Straub approaches, which are useful in a wide range of actuarial applications.

In this dissertation I investigate the stylistic shift in the cinema of selected filmmakers whose work is rooted in Bertolt Brecht’s dramatic theory: Jean-Marie Straub and Danièle Huillet, Peter Watkins, and Lars von Trier. Through the work of these filmmakers, I trace the ongoing change in the cinematic applications of the theory. By and large, the change consists of a lessening of the role of montage – a technique that occupies a paramount place in Brecht’s theatrical and filmic practice – in favour of the objects within the camera’s field of view and the sounds within the microphone’s range. Since the ultimate effect for which the Brechtian filmmaker aims is that of Verfremdung, theatrical stylisation – itself estranging within the context of cinema – appears as a natural corollary of the described shift in emphasis. I also suggest a causal connection between the aforementioned shift and the growing self-consciousness of the style employed by meainstream cinemas (of which Hollywood is the foremost representative), which often manifests itself in the use of unorthodox editing patterns. Accordingly, I propose that we can attribute the contemporary Brechtian filmmaker’s growing reliance on mise-en-scène elements as a source of Verfremdung largely to the major film industries’ adoption of montage and other specifically cinematic codes that make a film’s style overt. Not surprisingly, perhaps, the Brechtian filmmaker – whose political stance is inherently antagonistic to that exemplified by most mainstream cinema, reacts to the normalisation of foregrounded film style by employing the opposite strategy.

Ce travail de recherche tente de redéfinir l’émancipation intellectuelle et sensible que permettent certaines expériences cinématographiques. « Le spectateur, pour l’auteur, n’est autre qu’un autre auteur » écrivait Pasolini. Danièle Huillet et Jean-Marie Straub, Harun Farocki et Pedro Costa (mais également Jean-Claude Rousseau,James Benning, Robert Kramer, ou parmi les jeunes cinéastes, Wang Bing, Albert Serra et Lisandro Alonso) inventent des dispositifs cinématographiques qui profanent le cinéma. En déconstruisant le langage cinématographique, en mettant au jour leur« armature artistique », les films profanes libèrent et transmettent des énergies, des capacités d’imagination et de production (ou création). Les cinéastes profanes ne se déclarent pas éducateurs ou enseignants. Leur fonction n’est pas de communiquer un message, de donner une leçon ou de transmettre un savoir au spectateur. Ils considèrent le spectateur comme un égal, « un collègue éventuel ». Ils disséminent les traces de leur travail dans leurs films. Le spectateur peut alors recueillir ces traces afin de reconstruire une méthode de production, de fabrication, d’un film. La transmission d’une méthode (ou d’une énergie créative) nécessite une rencontre entre un cinéaste qui a l’intention de transmettre – par la bande – un savoir faire, une manière de représenter, de mettre en image une expérience, et un spectateur qui reconnaît dans les traces la maîtrise de l’auteur et souhaite l’exproprier de ce savoir faire. / This research work tries to redefine sensitive and intellectual emancipation that allows some cinematographic experiments. "The Viewer, for the author, is other than another author" wrote Pasolini. Danièle Huillet and Jean-Marie Straub, Harun Farocki and Pedro Costa (but also Jean-Claude Rousseau, James Benning, Robert Kramer, or among young filmmakers, Wang Bing, Albert Serra and Lisandro Alonso) invented cinematographic devices that profane film. By deconstructing the film language, by updating their "artistic frame", profane films release and transmit energy, imagination and production (or creation) capabilities. Profane filmmakers do not declare themselves educators or teachers. Their function is not to communicate a message, give a lesson or to transmit knowledge to the Viewer. They consider the Viewer as an equal, "a potential colleague. They spread the traces of their work in their films. The spectator can then collect these traces in order to reconstruct a method of producing, manufacturing, a film.The transmission of a method (or a creative energy) requires an encounter between a filmmaker who intends to pass - band - know-how, a way to represent, implement image a viewer who recognizes in traces the mastery of the author and wishes to expropriate this know-how and experience.

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In this thesis, we first go through classical results from the field of credibility theory. One of the most well-known models in the field is the Büuhlmann-Straub model. The model is relatively straightforward to apply in practice and is widely used. A major advantage of the model is its simplicity and intuitive dependency on its model parameters. From our perspective, the main drawback is the assumption regarding uncorrelated data. We show that the correlation can be used to cancel observational noise and therefore obtain more accurate estimators. This leads to an extended credibility formula that contains the Bühlmann-Straub model as a special case. This comes at the cost of introducing singularities which may cause the estimator to behave unexpectedly under certain circumstances. Further research is needed to better understand how often the circumstances are met in practice and if transforming the optimal weights could be a way forward in such cases. Finally, a simulation study based on real-world data shows that the proposed model outperforms the Bühlmann-Straub model.