The balanced credibility estimators with correlation risk and inflation factor

DOI10.1007/s00362-015-0719-6zbMath1386.62039OpenAlexW2136369024MaRDI QIDQ1685206

Qiang Zhang, Lijun Wu, Qianqian Cui

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0719-6

zbMATH Keywords

balanced loss functioncredibility estimatorBühlmann-Straub modelequal dependenceinflation factor

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation in survival analysis and censored data (62N02)

Related Items

Multidimensional balanced credibility model with time effect and two level random common effects

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