The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts

Title:

The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts

Creator:

Atanasiu, Virginia

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:3cc84a57-33c7-478e-b004-1aac97165480
uuid:3cc84a57-33c7-478e-b004-1aac97165480
doi:10.21136/MB.2007.133964

Subject:

credibility premium, structure parameters, unbiased estimators, and Bühlmann-Straub model

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

389-405

Source:

Mathematica bohemica | 2007 Volume:132 | Number:4

Harvested from:

CDK

Metadata only:

false