Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
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Publication:5505903
DOI10.2143/AST.37.2.2024070zbMath1154.62379MaRDI QIDQ5505903
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Publication date: 28 January 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.37.2.2024070
random effects models; credibility theory; generalized estimating equations; GEE; Hachemeister model
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
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- A course in credibility theory and its applications
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