Parametric multiple regression risk models: Some connections with IBNR

DOI10.1016/0167-6687(83)90014-8zbMath0542.62089OpenAlexW2027401174MaRDI QIDQ795463

Peter Albrecht

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0167-6687(83)90014-8

zbMATH Keywords

separation methodIBNR-modelsparametric multiple regression risk models

Mathematics Subject Classification ID

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

Related Items (1)

Some problems in actuarial finance involving sums of dependent risks

Cites Work

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• Maximum likelihood estimates in exponential response models
• Log-linear models and frequency tables with small expected cell counts
• Parametric multiple regression risk models: Theory and statistical analysis
• IBNR-claims and the two-way model of ANOVA

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