A note on the overdispersed Poisson family.

DOI10.1016/S0167-6687(01)00089-0zbMath1039.62099MaRDI QIDQ1413296

Klaus D. Schmidt

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Chain-ladder methodClaims reservingOverdispersed Poisson model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Quantile-based control charts for poisson and gamma distributed data ⋮ Loss prediction based on run-off triangles ⋮ A comparison of models for the chain--ladder method

Cites Work

• An investigation into stochastic claims reserving models and the chain-ladder technique.
• A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
• Unnamed Item

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