Unbiased estimation of structural parameters in credibility models with dependence induced by common effects

MaRDI QIDQ454589zbMATH OpenFDO

Authors Mahdi Ebrahimzadeh, Noor Akma Ibrahim, Adem Kilicman, Abdul Aziz Jemain

Publication date 10 October 2012

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL http://math.usm.my/bulletin/html/vol35_4_1.html

zbMATH Keywords

structural parameterclaim dependencecredibility model

Mathematics Subject Classification ID

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

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Cited in

(2)

• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model

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