Unbiased estimation of structural parameters in credibility models with dependence induced by common effects

Mahdi Ebrahimzadeh, Noor A. Ibrahim, Abdul Aziz Jemain, Adem Kilicman

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish
Pages (from-to)829-844
Number of pages16
JournalBulletin of the Malaysian Mathematical Sciences Society
Volume35
Issue number4
Publication statusPublished - 2012

Fingerprint

Unbiased Estimation
Structural Parameters
Credibility
Estimator
Unbiased estimator
Model
Alternatives

Keywords

  • Claim dependence
  • Credibility model
  • Structural parameter

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Unbiased estimation of structural parameters in credibility models with dependence induced by common effects. / Ebrahimzadeh, Mahdi; Ibrahim, Noor A.; Jemain, Abdul Aziz; Kilicman, Adem.

In: Bulletin of the Malaysian Mathematical Sciences Society, Vol. 35, No. 4, 2012, p. 829-844.

Research output: Contribution to journalArticle

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