Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.

DOI10.1016/S0167-6687(03)00139-2zbMath1103.91355MaRDI QIDQ1423358

Montserrat Guillen, Catalina Bolancé, Jean Pinquet

Publication date: 14 February 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(03)00139-2

zbMATH Keywords

effects; Generalized estimating equations; Autocorrelation function for stationary random; Time-varying random effects

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

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