Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models

DOI10.2143/AST.37.2.2024070zbMath1154.62379OpenAlexW4237095785MaRDI 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

zbMATH Keywords

random effects modelscredibility theorygeneralized estimating equationsGEEHachemeister model

Mathematics Subject Classification ID

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

Related Items (1)

A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS

Cites Work

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• Longitudinal data analysis using generalized linear models
• A course in credibility theory and its applications
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Robust Estimation in Generalized Partial Linear Models for Clustered Data

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