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Communications in Statistics - Theory and Methods Volume 40, 2011 - Issue 10
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Original Articles

The Credibility Estimator with General Dependence Structure Over Risks

Limin Wen Institute of Mathematics and Information Science, Jiangxi Normal University, Jiangxi, China; The Center of International Finance and Risk Management and Department of Statistics and Actuarial Science, East China Normal University, Shanghai, ChinaCorrespondence[email protected]
&
Xianyi Wu The Center of International Finance and Risk Management and Department of Statistics and Actuarial Science, East China Normal University, Shanghai, China
Pages 1893-1910 | Received 07 Sep 2009, Accepted 25 Jan 2010, Published online: 18 Mar 2011

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Read on this site (5)

Yang Yang & Lichun Wang. (2022) Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk. Communications in Statistics - Theory and Methods 0:0, pages 1-16.
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Qiang Zhang & Ping Chen. (2021) Regression credibility estimator with two-level common effects. Communications in Statistics - Theory and Methods 50:4, pages 910-931.
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Cary Chi-Liang Tsai & Ying Zhang. (2019) A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Scandinavian Actuarial Journal 2019:5, pages 406-431.
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Jimmy Poon & Yi Lu. (2015) A Spatial Cross-Sectional Credibility Model with Dependence Among Risks. North American Actuarial Journal 19:4, pages 289-310.
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Mahdi Ebrahimzadeh, Noor Akma Ibrahim, Abdul Aziz Jemain & Adem Kilicman. (2013) Claim Dependence Induced by Common Effects in Hierarchical Credibility Models. Communications in Statistics - Theory and Methods 42:18, pages 3373-3400.
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Articles from other publishers (3)

Seda Tuğçe ALTAN, Muhlis ÖZDEMİR & Meral EBEGİL. (2023) An R Package For Crossed Classification Credibility Model: Application Regarding Non-Performing LoanÇapraz Sınıflama Kredibilite Modeli İçin R Paketi: Takipteki Kredilerle İlgili Uygulama. The Journal of International Scientific Researches 8:2, pages 132-148.
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Qiang Zhang & Ping Chen. (2018) Credibility estimators with dependence structure over risks and time under balanced loss function. Statistica Neerlandica 72:2, pages 157-173.
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Qiang Zhang, Lijun Wu & Qianqian Cui. (2015) The balanced credibility estimators with correlation risk and inflation factor. Statistical Papers 58:3, pages 659-672.
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