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Zbl 1174.62547
Atanasiu, Virginia
The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts. (English)
[J] Math. Bohem. 132, No. 4, 389-405 (2007). ISSN 0862-7959

Summary: This paper presents and analyze estimators of the structural parameters in the Bühlmann-Straub model, involving the mathematical properties of conditional expectations and conditional covariances. To enable using better linear credibility results obtained in this model, we provide useful estimators for the structure parameters. From the practical point of view, the attractive property of unbiasedness for these estimators is established.

MSC 2000:: *62P05 Appl. of statistics to actuarial sciences and financial mathematics
91B30 Risk theory etc.

Keywords: credibility premium; structure parameters; unbiased estimators; Bühlmann-Straub model

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