Dispersion modelling of outstanding claims with double Poisson regression models (Q2665876)
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scientific article; zbMATH DE number 7431008
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| default for all languages | No label defined |
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| English | Dispersion modelling of outstanding claims with double Poisson regression models |
scientific article; zbMATH DE number 7431008 |
Statements
Dispersion modelling of outstanding claims with double Poisson regression models (English)
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19 November 2021
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incurred but not reported (IBNR) claims
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double Poisson distribution
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approximate restricted or residual maximum likelihood (approximate REML)
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chain-ladder technique
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over-dispersed Poisson model
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prediction error
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0.8427141308784485
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0.8201671242713928
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0.8186922073364258
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0.8084142208099365
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0.8032514452934265
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