Unbiased Estimation of Structural Parameters in Credibility Models with Dependence Induced by Common Effects

In credibility models, the so-called structural parameters must be estimated before the credibility estimators can be calculated. Several existing methods provide estimators, but these estimators are not necessarily unbiased or simple to use. In this paper, we introduce alternative unbiased estimators for structural parameters in credibility models with dependence induced by common effects. The main advantage of our estimators is their ease of application.