Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
From MaRDI portal
Publication:6541124
DOI10.1080/03610926.2022.2150057MaRDI QIDQ6541124
Publication date: 17 May 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Parameter estimation and inference in the linear mixed model
- The credibility models with equal correlation risks
- The credibility premiums for models with dependence induced by common effects
- A longitudinal data analysis interpretation of credibility models
- A seemingly unrelated regression model in a credibility framework.
- Linear Bayes estimator for the two-parameter exponential family under type II censoring
- The balanced credibility estimators with correlation risk and inflation factor
- Computing the estimator of a parameter vector via a competing Bayes method
- Claim dependence with common effects in credibility models
- A course in credibility theory and its applications
- The Credibility Estimator with General Dependence Structure Over Risks
- Combining generalized linear models and credibility models in practice
- The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model
- Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Longitudinal and Panel Data
- Linear approximate Bayes estimator for variance components in random effects model*
- Recovery of inter-block information when block sizes are unequal
- Linear Statistical Inference and its Applications
- Credibility Using Copulas
- Case Studies Using Panel Data Models
This page was built for publication: Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541124)