UMVUE of the IBNR reserve in a lognormal linear regression model (Q1921982)
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scientific article; zbMATH DE number 923767
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| English | UMVUE of the IBNR reserve in a lognormal linear regression model |
scientific article; zbMATH DE number 923767 |
Statements
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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0.8359044790267944
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0.7876891493797302
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0.7840837240219116
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0.7743741273880005
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0.7715691924095154
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