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Journal of Systems Science and Complexity

, Volume 30, Issue 5, pp 1107–1120 | Cite as

Multidimensional credibility estimators with random common effects and time effects

  • Qiang Zhang
  • Qianqian Cui
  • Ping ChenEmail author
Article

Abstract

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 Bühlmann 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.

Keywords

Common effects credibility estimator multidimensional credibility time effects 

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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2017

Authors and Affiliations

  1. 1.School of ScienceNanjing University of Science and TechnologyNanjingChina
  2. 2.Department of Applied MathematicsNanjing University of Science and TechnologyNanjingChina

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