Inference in multiplicative pricing

DOI10.1080/03461238.2012.760885MaRDI QIDQ4576875zbMATH OpenOpenAlexFDO

Authors Stig Rosenlund

Publication date 11 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/03461238.2012.760885

zbMATH Keywords

confidence intervalsGLMpoint estimatesmultiplicative tariffmarginal totals method

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3321756 (Why is no real title available?)
• Non-life insurance pricing with generalized linear models

Cited in

(4)

• Credibility pseudo-estimators
• Inference from Auction Prices
• scientific article; zbMATH DE number 857689 (Why is no real title available?)
• Optimization approaches to multiplicative tariff of rates estimation in non-life insurance

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