Multidimensional credibility models with a random common effect

MaRDI QIDQ3170948zbMATH OpenFDO

Authors Yi Zhang, Limin Wen

Publication date 29 September 2011

zbMATH Keywords

orthogonal projectioncredibility premiummultidimensional credibilityrandom common effect

Mathematics Subject Classification ID

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

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Cited in

(6)

• scientific article; zbMATH DE number 4133364 (Why is no real title available?)
• scientific article; zbMATH DE number 4082804 (Why is no real title available?)
• Multidimensional credibility estimators with random common effects and time effects
• Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
• Multidimensional balanced credibility model with time effect and two level random common effects
• Multidimensional credibility: a new approach based on joint distribution function

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