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| Keywords | |
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Regression credibility model |
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orthogonal transformation |
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likelihood ratio test. |
| Authors | |
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Tang Guoqiang |
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Department of Mathematics and Physics |
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Estimating and Testing Parameter for Regression Credibility Model with Linear Trend
Tang Guoqiang,Department of Mathematics and Physics,Guilin University of Technology
School of Finance and Statistics,East China Normal University;Department of Mathematics and Physics,Guilin University of Technology
In this paper, the parameters of regression credibility model with linear trend are estimated and tested. Orthogonal transformation is used to estimate parameter and unbiased estimate of parameters are obtained. Likelihood ratio test is used to test randomness and linear trend. The better P-value of likelihood ratio test is got and Monte-Carlo simulation is performed.