Claims reserving using Tweedie`s compound Poisson model

We consider the problem of claims reserving and estimatingrun-off triangles. We generalize the gamma cell distributions model which leads to Tweedie`s compound Poisson model. Choosing a suitable parametrization, we estimate the parameters of our model within the framework of generalized linear models.

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Year of publication:	2003-11-01
Authors:	Wüthrich, Mario V.
Publisher:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft \| Verbindlichkeiten \| commitment

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Extent:	411648 bytes 16 p. application/pdf
Series:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; 33 - No.2 - 2003; 331-346
Type of publication:	Book / Working Paper
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847009