Stochastic loss reserving using individual information model with over-dispersed Poisson

DOI10.1080/24754269.2021.1898181OpenAlexW3137787586MaRDI QIDQ5880116

Zhigao Wang, Chunjuan Qiu, Xianyi Wu

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2021.1898181

zbMATH Keywords

quasi-likelihoodrisk managementloss reservingMSEPover-dispersed Poissonindividual information model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Stochastic reserving using policyholder information via EM algorithm

Cites Work

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