MATHEMATICA BOHEMICA, Vol. 132, No. 4, pp. 389-405 (2007)

The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts

Virginia Atanasiu

Virginia Atanasiu, Academy of Economic Studies, Department of Mathematics, Calea Dorobantilor nr. 15-17, sector 1 Bucharest, 010552, Romania, e-mail: virginia\

Abstract: This paper presents and analyzes the estimators of the structural parameters, in the Bühlmann-Straub model, involving complicated mathematical properties of conditional expectations and of conditional covariances. So to enable to use the better linear credibility results obtained in this model, we will provide useful estimators for the structure parameters. From the practical point of view it is stated the attractive property of unbiasedness for these estimators.

Keywords: credibility premium, structure parameters, unbiased estimators, Bühlmann-Straub model

Classification (MSC2000): 62P05

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