UMVUE of the IBNR reserve in a lognormal linear regression model (Q1921982)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | UMVUE of the IBNR reserve in a lognormal linear regression model |
scientific article |
Statements
UMVUE of the IBNR reserve in a lognormal linear regression model (English)
0 references
12 January 1997
0 references
IBNR claims
0 references
lognormal linear regression model
0 references
chain ladder model
0 references
uniformly minimum variance unbiased estimator
0 references
maximum likelihood estimator
0 references
variance
0 references
mean
0 references