The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
Mathematica Bohemica (2007)
- Volume: 132, Issue: 4, page 389-405
- ISSN: 0862-7959
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topAtanasiu, Virginia. "The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts." Mathematica Bohemica 132.4 (2007): 389-405. <http://eudml.org/doc/250242>.
@article{Atanasiu2007,
abstract = {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.},
author = {Atanasiu, Virginia},
journal = {Mathematica Bohemica},
keywords = {credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model; credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model},
language = {eng},
number = {4},
pages = {389-405},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts},
url = {http://eudml.org/doc/250242},
volume = {132},
year = {2007},
}
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
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 132
IS - 4
SP - 389
EP - 405
AB - 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.
LA - eng
KW - credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model; credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model
UR - http://eudml.org/doc/250242
ER -
References
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