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The Hachemeister Regression Model

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  • Carmen Lenuta TRICA

Abstract

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.

Suggested Citation

  • Carmen Lenuta TRICA, 2008. "The Hachemeister Regression Model," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(3), pages 133-137.
    • Handle: RePEc:aes:infoec:v:xii:y:2008:i:3:p:133-137
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    File URL: http://www.revistaie.ase.ro/content/47/24Trica%20Carmen.pdf
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    References listed on IDEAS

    as
    1. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July.
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