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- W2368704613 abstract "The regression credibility models play very important role in study of insurance.In this paper,the score tests of within-insurance kinds,between-insurance kinds and within-and between-insurance kinds variance heterogeneity are discussed for the regression credibility model with linear trend.Firstly,the score test statistics are derived for the existence of variance heterogeneity.Then the power simulation of the statistics are given by using the Monte-Carlo method,which shows that the test statistics have the excellent powers.Finally,the obtained test method is illustrated by the private passenger automobile data." @default.
- W2368704613 created "2016-06-24" @default.
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- W2368704613 date "2010-01-01" @default.
- W2368704613 modified "2023-09-23" @default.
- W2368704613 title "Score testing of variance heterogeneity for regression credibility model with linear trend" @default.
- W2368704613 hasPublicationYear "2010" @default.
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