Ӧ�ø���ͳ�� 2011, 27(3) 312-322 DOI:      ISSN: 1001-4268 CN: 31-1256

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The Regression Credibility Models with Random Common Effects
Wang Zhujuan,Wen Limin
Shanghai Institute of Technology,Jiangxi Normal University
Abstract:

In classical regression credibility models
suggested by Hachemeister (1975), the risks are assumed to be
mutually independent. In this paper, we introduce a dependence
between risks induced by common effects and developed a credibility
regression model with dependence and the credibility predictors of
future claims and the estimators of risk parameters are derived
under this model. The results show that the credibility estimators
remain the weighted sums of individual and collective premium.

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