Multidimensional Credibility Estimators with Random Common Effects and Time Effects  

作　　者：ZHANG Qiang CUI Qianqian CHEN Ping 

机构地区：[1]School of Science,Nanjing University of Science and Technology,Nanjing 210094,China [2]Department of Applied Mathematics,Nanjing University of Science and Technology,Nanjing 210094,China

出　　处：《Journal of Systems Science & Complexity》2017年第5期1107-1120,共14页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant No.11271189;the Scientific Research Innovation Project of Jiangsu Province under Grant No.KYZZ116_0175

摘　　要：In this paper, multidimensional credibility model with a type of dependence structures over risks and over time is considered. By means of the projection method, the inhomogeneous and homogeneous Buhlmann credibility estimators are obtained, which are extended to slightly more general versions. The inhomogeneous estimator can be expressed as the weighted sum of individual mean, overall sample mean and collective mean. In addition, the estimations of structural parameters are also investigated.

关 键 词：Common effects credibility estimator multidimensional credibility time effects. 

分 类 号：O212.1[理学—概率论与数理统计]