Credibility estimators with dependence structure over risks and time under balanced loss function

摘要

In this paper, we study the Bühlmann credibility model with constantrninterest rate and equal dependence structure over risks and timernunder balanced loss function. By means of orthogonal projection,rnthe inhomogeneous and homogeneous credibility premium estimatorsrnare derived, which extend those for the existing models to slightlyrnmore general versions. Finally, we investigate the estimation of thernstructure parameters and present a numerical example to show therneffectiveness of the inhomogeneous estimator.