Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
A generalized estimating equations (GEE) approach is developed to estimate structural parameters of a regression credibility model with independent or moving average errors. 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 …