Estimating and testing parameters of regression credibility models with linear trends

MaRDI QIDQ3571623zbMATH OpenFDO

Authors Guoqiang Tang

Publication date 8 July 2010

zbMATH Keywords

likelihood ratio testorthogonal transformations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Recommendations

• Score testing of random effects and linear trends for regression credibility models with linear trends
• Estimating and testing parameters of Bühlmann-Straub models
• Score testing of variance heterogeneity for regression credibility models with linear trend
• scientific article; zbMATH DE number 3856262
• scientific article; zbMATH DE number 4082804

Cited in

(6)

• Score testing of variance heterogeneity for regression credibility models with linear trend
• Score testing of random effects and linear trends for regression credibility models with linear trends
• scientific article; zbMATH DE number 5548438 (Why is no real title available?)
• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
• Credibility, Hypothesis Testing and Regression Software
• A control function approach for testing the usefulness of trending variables in forecast models and linear regression

This page was built for publication: Estimating and testing parameters of regression credibility models with linear trends

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3571623)