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Article: Structural parameter estimation using generalized estimating equations for regression credibility models

TitleStructural parameter estimation using generalized estimating equations for regression credibility models
Authors
Lo, CHFung, WKZhu, ZY
KeywordsCredibility theory
Generalized estimating equations (GEE)
Hachemeister model
Random effects models
Regression model
Issue Date2007
PublisherPeeters Publishers. The Journal's web site is located at http://poj.peeters-leuven.be/content.php?url=journal&journal_code=AST
Citation
Astin Bulletin, 2007, v. 37 n. 2, p. 323-343 How to Cite?
DOI: http://dx.doi.org/10.2143/AST.37.2.2024070
AbstractA generalized estimating equations (GEE) approach is developed to estimate structural parameters of a regression credibility model with independent or moving average effors. A comprehensive account is given to illustrate how GEE estimators are worked out within an extended Hachemeister (1975) framework. Evidenced by results of simulation studies, the proposed GEE estimators appear to outperform those given by Hachemeister, and have led to a remarkable improvement in accuracy of the credibility estimators so constructed. © 2007 by Astin Bulletin. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/82932
ISSN
0515-0361
2021 Impact Factor: 2.545
2020 SCImago Journal Rankings: 1.113
ISI Accession Number ID
WOS:000251701200007
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorLo, CHen_HK
dc.contributor.authorFung, WKen_HK
dc.contributor.authorZhu, ZYen_HK
dc.date.accessioned2010-09-06T08:35:02Z-
dc.date.available2010-09-06T08:35:02Z-
dc.date.issued2007en_HK
dc.identifier.citationAstin Bulletin, 2007, v. 37 n. 2, p. 323-343en_HK
dc.identifier.issn0515-0361en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82932-
dc.description.abstractA generalized estimating equations (GEE) approach is developed to estimate structural parameters of a regression credibility model with independent or moving average effors. A comprehensive account is given to illustrate how GEE estimators are worked out within an extended Hachemeister (1975) framework. Evidenced by results of simulation studies, the proposed GEE estimators appear to outperform those given by Hachemeister, and have led to a remarkable improvement in accuracy of the credibility estimators so constructed. © 2007 by Astin Bulletin. All rights reserved.en_HK
dc.languageengen_HK
dc.publisherPeeters Publishers. The Journal's web site is located at http://poj.peeters-leuven.be/content.php?url=journal&journal_code=ASTen_HK
dc.relation.ispartofASTIN Bulletinen_HK
dc.subjectCredibility theoryen_HK
dc.subjectGeneralized estimating equations (GEE)en_HK
dc.subjectHachemeister modelen_HK
dc.subjectRandom effects modelsen_HK
dc.subjectRegression modelen_HK
dc.titleStructural parameter estimation using generalized estimating equations for regression credibility modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0515-0361&volume=37&issue=2&spage=323&epage=343&date=2007&atitle=Structural+parameter+estimation+using+generalized+estimating+equations+for+regression+credibility+modelsen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.2143/AST.37.2.2024070en_HK
dc.identifier.scopuseid_2-s2.0-37349100248en_HK
dc.identifier.hkuros149886en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-37349100248&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume37en_HK
dc.identifier.issue2en_HK
dc.identifier.spage323en_HK
dc.identifier.epage343en_HK
dc.identifier.isiWOS:000251701200007-
dc.publisher.placeBelgiumen_HK
dc.identifier.scopusauthoridLo, CH=23095088400en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.scopusauthoridZhu, ZY=23487505000en_HK
dc.identifier.issnl0515-0361-

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