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

zbMATH Open1318.62315MaRDI QIDQ454589FDOQ454589

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

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

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zbMATH Keywords

structural parameterclaim dependencecredibility model

Mathematics Subject Classification ID

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

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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