Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models

DOI10.2143/AST.37.2.2024070MaRDI QIDQ5505903zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

credibility theoryGEEgeneralized estimating equationsHachemeister modelrandom effects models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A course in credibility theory and its applications
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• scientific article; zbMATH DE number 3783337 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 1095135 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems

Cited in

(9)

• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
• Generalized estimating equations for variance and covariance parameters in regression credibility models
• Parameter estimation in some credibility models
• The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
• scientific article; zbMATH DE number 4082804 (Why is no real title available?)
• Unbiased estimation of structural parameters in credibility models with dependence induced by common effects
• A credibility approach for combining likelihoods of generalized linear models
• Evolutionary Credibility Theory

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