Dispersion modelling of outstanding claims with double Poisson regression models
Guangyuan Gao, Shengwang Meng, Yanlin Shi
| Year of publication: |
2021
|
|---|---|
| Authors: | Gao, Guangyuan ; Meng, Shengwang ; Shi, Yanlin |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 572-586
|
| Subject: | Approximate restricted or residual maximum likelihood (approximate REML) | Chain-ladder technique | Double Poisson distribution | Incurred but not reported (IBNR) claims | Over-dispersed Poisson model | Prediction error | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793953