Credibility models with uniform error dependence

MaRDI QIDQ3051643zbMATH OpenFDO

Authors Limin Wen, Wei Wang, Xueli Yu

Publication date 5 November 2010

zbMATH Keywords

orthogonal projectionscredibility estimators

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• scientific article; zbMATH DE number 6847560
• Credibility models with dependence structure over risks and time horizon
• The credibility estimator with general dependence structure over risks
• The Bühlmann credibility models with dependent risk structure
• The credibility premiums for models with dependence induced by common effects

Cited in

(6)

• Parameter estimation in some credibility models
• Empirical kalman-Credibility
• Credibility theory and the Kalman filter
• scientific article; zbMATH DE number 6847560 (Why is no real title available?)
• Unbiased estimation of structural parameters in credibility models with dependence induced by common effects
• The pure robust credibility estimation under the maximum entropy method

This page was built for publication: Credibility models with uniform error dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3051643)