On the estimation of reserves from loglinear models
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Publication:756909
DOI10.1016/0167-6687(91)90026-TzbMath0723.62070OpenAlexW2060360734MaRDI QIDQ756909
Publication date: 1991
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(91)90026-t
maximum likelihoodlinear modelsUnbiased estimatorslognormal distributionloglinear modelactuarial estimatorschain ladder modelestimation of claims reservesoutstanding claims
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
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