UMVUE of the IBNR reserve in a lognormal linear regression model
type: Item
instance of: scholarly article
title: UMVUE of the IBNR reserve in a lognormal linear regression model
zbMATH Open document ID: 0853.62078
DOI: 10.1016/0167-6687(95)00027-5
author: Louis G. Doray
published in: Insurance Mathematics \& Economics
publication date: 1997-01-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 923767
zbMATH Keywords: IBNR claims
zbMATH Keywords: lognormal linear regression model
zbMATH Keywords: chain ladder model
zbMATH Keywords: uniformly minimum variance unbiased estimator
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: variance
zbMATH Keywords: mean
MaRDI profile type: Publication
full work available at URL: 0167-6687(95)00027-5
OpenAlex ID: W2003440659
cites work: Q3249325
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cites work: On the estimation of reserves from loglinear models
Wikidata QID: Q127207454
description: scientific article; zbMATH DE number 923767