| Title:
|
The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts (English) |
| Author:
|
Atanasiu, Virginia |
| Language:
|
English |
| Journal:
|
Mathematica Bohemica |
| ISSN:
|
0862-7959 (print) |
| ISSN:
|
2464-7136 (online) |
| Volume:
|
132 |
| Issue:
|
4 |
| Year:
|
2007 |
| Pages:
|
389-405 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
credibility premium |
| Keyword:
|
structure parameters |
| Keyword:
|
unbiased estimators |
| Keyword:
|
Bühlmann-Straub model |
| MSC:
|
62F10 |
| MSC:
|
62P05 |
| MSC:
|
91B30 |
| idZBL:
|
Zbl 1174.62547 |
| idMR:
|
MR2365323 |
| DOI:
|
10.21136/MB.2007.133964 |
| . |
| Date available:
|
2009-09-24T22:32:55Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/133964 |
| . |
| Reference:
|
[1] Bühlmann, H.: Optimale Prämienstufensysteme.Mitt. Verein. Schweiz. Versicherungsmath. 64 (1964), 193–214. |
| Reference:
|
[2] Bühlmann, H.: Mathematical Methods in Risk Theory.Springer, Berlin, 1970. MR 0278448 |
| Reference:
|
[3] Daykin, C. D., Pentikäinen, T., Pesonen, M.: Practical Risk Theory for Actuaries.Chapman & Hall, 1993. MR 1284039 |
| Reference:
|
[4] De Vylder, F.: Parameter estimation incredibility theory.ASTIN Bulletin 10 (1978), 99–112. MR 0538489, 10.1017/S0515036100006395 |
| Reference:
|
[5] Goovaerts, M. J., Kaas, R., Van Heerwaarden, A. E., Bauwelinckx, T.: Effective Actuarial Methods, volume 3.Elsevier Science Publishers (1990), 105–239. |
| Reference:
|
[6] Norberg, R.: On optimal parameter estimation in credibility.Insur. Math. Econ. 1 (1982), 73–80. Zbl 0504.62090, MR 0662150, 10.1016/0167-6687(82)90001-4 |
| Reference:
|
[7] Sundt, B.: On choice of statistics in credibility estimation.Scand. Actuar. J. (1979), 115–123. Zbl 0423.62081, MR 0547269, 10.1080/03461238.1979.10413716 |
| Reference:
|
[8] Sundt, B.: An Introduction to Non-Life Insurance Mathematics.Verlag Versicherungswissenschaft, Karlsruhe, 1984, pp. 22–54. Zbl 0543.62087, MR 1100280 |
| . |
