On the estimation of reserves from loglinear models (Q756909)
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scientific article; zbMATH DE number 4192928
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| English | On the estimation of reserves from loglinear models |
scientific article; zbMATH DE number 4192928 |
Statements
On the estimation of reserves from loglinear models (English)
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1991
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linear models
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lognormal distribution
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estimation of claims reserves
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outstanding claims
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loglinear model
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Unbiased estimators
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maximum likelihood
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actuarial estimators
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chain ladder model
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0.83742285
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0.83679926
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0.8323988
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0.83222437
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0.8283761
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0.8279646
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0.82322806
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