The balanced credibility estimators with correlation risk and inflation factor

DOI10.1007/s00362-015-0719-6zbMath1386.62039OpenAlexW2136369024MaRDI QIDQ1685206

Qiang Zhang, Lijun Wu, Qianqian Cui

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0719-6

zbMATH Keywords

balanced loss functioncredibility estimatorBühlmann-Straub modelequal dependenceinflation factor

Mathematics Subject Classification ID

Related Items (1)

Multidimensional balanced credibility model with time effect and two level random common effects

Cites Work

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