Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors-Reference-Cited by-同舟云学术

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Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors

Published:2003-04 Issue:2 Volume:32 Page:281-293
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cossette Hélène,Luong Andrew

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference15 articles.

1. Amemiya, T., 1985. Advanced Econometrics. Harvard University Press, Cambridge.

2. Barnett, S., 1990. Matrices: Methods and Applications. Clarendon Press, Oxford.

3. Experience rating and credibility;Bühlmann;ASTIN Bulletin,1967

4. Glaubwürdigkeit für Schadensätze;Bühlmann;Bulletin of the Swiss Association of Actuaries,1970

5. Dannenburg, D., 1995. An autoregressive IBNR model, Blätter der deutschen Gesellschaft für Versicherungsmathematik, pp. 235–248.

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective;Insurance: Mathematics and Economics;2011-01

2. Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models;ASTIN Bulletin;2007-11

3. Quadratic estimators of covariance components in a multivariate mixed linear model;Statistical Methods and Applications;2007-02-09

4. Generalized estimating equations for variance and covariance parameters in regression credibility models;Insurance: Mathematics and Economics;2006-08

5. Credibility for regression models with autoregressive error terms;Blätter der DGVFM;2005-04

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