The Hachemeister Regression Model

In this article we will obtain, just like in the case of classical credibility model, a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject Classification: 62P05.

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Year of publication:	2008
Authors:	TRICA, Carmen Lenuta
Published in:	Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. XII.2008, 3, p. 133-137
Publisher:	Academia de Studii Economice din Bucureşti
Subject:	linearized regression credibility premium \| the structural parameters \| unbiased estimators

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

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