Maximum-likelihood and marginal-sum estimation in some particular collective models

DOI10.1007/s10182-011-0178-xzbMath1443.62354OpenAlexW2044716127MaRDI QIDQ1633247

Klaus Th. Hess

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-011-0178-x

zbMATH Keywords

collective modelreinsuranceloss reservingnon-life insurancemultiplicative tariff

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items

Loss prediction based on run-off triangles ⋮ Separation of small and large claims on the basis of collective models

Cites Work

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