A Cape Cod model for the exponential dispersion family (Q1735039)

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A Cape Cod model for the exponential dispersion family
scientific article

    Statements

    title
    A Cape Cod model for the exponential dispersion family (English)
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    author
    Greg Taylor
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    publication date
    28 March 2019
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    zbMATH Keywords
    Cape Cod
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    chain ladder
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    exponential dispersion family
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    loss reserve
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    MLE
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    MVUE
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    ODP
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    Tweedie family
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    maximum likelihood estimation
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    parameters estimates
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62F10
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    zbMATH DE Number
    7043770
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    Wikidata QID
    Q115571842
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    OpenAlex ID
    W2901992996
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