The Hachemeister Regression Model
In this article we will obtain, just like in the case of classical credibility model, a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject Classification: 62P05.
Year of publication: |
2008
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Authors: | TRICA, Carmen Lenuta |
Published in: |
Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. XII.2008, 3, p. 133-137
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Publisher: |
Academia de Studii Economice din Bucureşti |
Subject: | linearized regression credibility premium | the structural parameters | unbiased estimators |
Saved in:
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