Geodesic
The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
Mathematica Bohemica, Tome 132 (2007) no. 4, pp. 389-405

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

This paper presents and analyzes the estimators of the structural parameters, in the Bühlmann-Straub model, involving complicated mathematical properties of conditional expectations and of conditional covariances. So to enable to use the better linear credibility results obtained in this model, we will provide useful estimators for the structure parameters. From the practical point of view it is stated the attractive property of unbiasedness for these estimators.
DOI : 10.21136/MB.2007.133964
Classification : 62F10, 62P05, 91B30
Keywords: credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model 
@article{10_21136_MB_2007_133964,
     author = {Atanasiu, Virginia},
     title = {The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts},
     journal = {Mathematica Bohemica},
     pages = {389--405},
     publisher = {mathdoc},
     volume = {132},
     number = {4},
     year = {2007},
     doi = {10.21136/MB.2007.133964},
     mrnumber = {2365323},
     zbl = {1174.62547},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/MB.2007.133964/}
}
TY  - JOUR
AU  - Atanasiu, Virginia
TI  - The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
JO  - Mathematica Bohemica
PY  - 2007
SP  - 389
EP  - 405
VL  - 132
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/MB.2007.133964/
DO  - 10.21136/MB.2007.133964
LA  - en
ID  - 10_21136_MB_2007_133964
ER  - 
%0 Journal Article
%A Atanasiu, Virginia
%T The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
%J Mathematica Bohemica
%D 2007
%P 389-405
%V 132
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/MB.2007.133964/
%R 10.21136/MB.2007.133964
%G en
%F 10_21136_MB_2007_133964
Atanasiu, Virginia. The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts. Mathematica Bohemica, Tome 132 (2007) no. 4, pp. 389-405. doi: 10.21136/MB.2007.133964

Cité par Sources :