Geodesic
Unbiased Estimation of Structural Parameters in Credibility Models with Dependence Induced by Common Effects
Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 4 Cet article a éte moissonné depuis la source Bulletin of the Malaysian Mathematical Society website

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In credibility models, the so-called structural parameters must be estimated before the credibility estimators can be calculated. Several existing methods provide estimators, but these estimators are not necessarily unbiased or simple to use. In this paper, we introduce alternative unbiased estimators for structural parameters in credibility models with dependence induced by common effects. The main advantage of our estimators is their ease of application.
Classification : 62P05, 97M30, 62F10. 
@article{BMMS_2012_35_4_a0,
     author = {Mahdi Ebrahimzadeh and Noor A. Ibrahim and Abdul A. Jemain and Adem Kilicman},
     title = {Unbiased {Estimation} of {Structural} {Parameters} in {Credibility} {Models} with {Dependence} {Induced} by {Common} {Effects}},
     journal = {Bulletin of the Malaysian Mathematical Society},
     year = {2012},
     volume = {35},
     number = {4},
     url = {http://geodesic.mathdoc.fr/item/BMMS_2012_35_4_a0/}
}
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Mahdi Ebrahimzadeh; Noor A. Ibrahim; Abdul A. Jemain; Adem Kilicman. Unbiased Estimation of Structural Parameters in Credibility Models with Dependence Induced by Common Effects. Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 4. http://geodesic.mathdoc.fr/item/BMMS_2012_35_4_a0/