In almost all credibility estimators considered previously, the claims are assumed to be independent over risks. However, from practical point of view, this paper investigates the credibility premium when risks are de...In almost all credibility estimators considered previously, the claims are assumed to be independent over risks. However, from practical point of view, this paper investigates the credibility premium when risks are dependent on each other. The authors build the Biihlmann＇s credibility models to account for an equal correlation structure over risks, and parameter estimations are also considered. Some desired results are derived.展开更多
基金supported by the Grants for Distinguished Phd Students in ECNU under Grant No.2009028the Science Foundation(Youth) of the Education Department of Jiangxi under Grant No.G J J10096
文摘In almost all credibility estimators considered previously, the claims are assumed to be independent over risks. However, from practical point of view, this paper investigates the credibility premium when risks are dependent on each other. The authors build the Biihlmann＇s credibility models to account for an equal correlation structure over risks, and parameter estimations are also considered. Some desired results are derived.
