Marginal-sum and maximum-likelihood estimation in a multiplicative tariff

DOI10.1007/S10182-008-0079-9MaRDI QIDQ734445zbMATH OpenOpenAlexFDO

Authors Klaus Thomas Hess

Publication date 13 October 2009

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0079-9

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 877811 (Why is no real title available?)
• A comparison of models for the chain--ladder method
• Chain ladder, marginal sum and maximum likelihood estimation
• Loss reserving and Hofmann distributions

Cited in

(8)

• Maximum-likelihood and marginal-sum estimation in some particular collective models
• Approximating a solution to the two-part tariff problem
• Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
• Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
• Zur schÄtzung der ausscheidewahrscheinlichkeiten eines kollektivs einander Ähnlicher bestÄnde
• Erratum to ``A simple rule for assessing tariff and tax incidence [Economics Letters 93 (2006) 116-120]
• Inference in multiplicative pricing
• Separation of small and large claims on the basis of collective models

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