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The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts. (English) Zbl 1174.62547

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:

62P05 Applications of statistics to actuarial sciences and financial mathematics
91B30 Risk theory, insurance (MSC2010)
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