Dornheim, Harald; Brazauskas, Vytaras Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. (English) Zbl 1233.91142 Insur. Math. Econ. 48, No. 1, 72-84 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Dornheim} and \textit{V. Brazauskas}, Insur. Math. Econ. 48, No. 1, 72--84 (2011; Zbl 1233.91142) Full Text: DOI
Beganu, Gabriela Quadratic estimators of covariance components in a multivariate mixed linear model. (English) Zbl 1405.62099 Stat. Methods Appl. 16, No. 3, 347-356 (2007). MSC: 62J10 62J05 62F10 PDFBibTeX XMLCite \textit{G. Beganu}, Stat. Methods Appl. 16, No. 3, 347--356 (2007; Zbl 1405.62099) Full Text: DOI
Lo, Chiho; Fung, Wingkam; Zhu, Zhongyi Generalized estimating equations for variance and covariance parameters in regression credibility models. (English) Zbl 1147.62381 Insur. Math. Econ. 39, No. 1, 99-113 (2006). MSC: 62P05 62M10 91B30 PDFBibTeX XMLCite \textit{C. Lo} et al., Insur. Math. Econ. 39, No. 1, 99--113 (2006; Zbl 1147.62381) Full Text: DOI