A Cape Cod model for the exponential dispersion family (Q1735039)
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scientific article; zbMATH DE number 7043770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cape Cod model for the exponential dispersion family |
scientific article; zbMATH DE number 7043770 |
Statements
A Cape Cod model for the exponential dispersion family (English)
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28 March 2019
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Cape Cod
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chain ladder
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exponential dispersion family
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loss reserve
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MLE
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MVUE
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ODP
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Tweedie family
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maximum likelihood estimation
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parameters estimates
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0.8464544
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0.80985445
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