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