Multidimensional credibility models with a random common effect

zbMATH Open1240.91088MaRDI QIDQ3170948FDOQ3170948

Authors: Yi Zhang, Limin Wen 

Publication date: 29 September 2011

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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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• 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

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