Parametric multiple regression risk models: Theory and statistical analysis

DOI10.1016/0167-6687(83)90006-9MaRDI QIDQ1838264zbMATH OpenOpenAlexWikidataFDO

Authors Peter Albrecht

Publication date 1983

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(83)90006-9

zbMATH Keywords

maximum likelihood estimationexponential familiesselection procedureslikelihood ratio testingparametric multiple regression risk modelsclaim numberclaim amountPoisson-exponential model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• A Robust Method for Multiple Linear Regression
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• Regressions by Leaps and Bounds
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• The Equivalence of Maximum Likelihood and Weighted Least Squares Estimate in the Exponential Family

Cited in

(1)

• Parametric multiple regression risk models: Some connections with IBNR

Describes a project that uses

Uses Software

• AS 171

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