Prediction error in the overdispersed Poisson model for loss development triangles

DOI10.1007/S11857-010-0119-XMaRDI QIDQ621761zbMATH OpenOpenAlexFDO

Authors Heinz Matitschka

Publication date 28 January 2011

Published in Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11857-010-0119-x

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 47310 (Why is no real title available?)
• Asymptotic Expansion for Inverse Moments of Binomial and Poisson Distributions
• Stochastic claims reserving methods in insurance

Cited in

(4)

• Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models
• Chain ladder and error propagation
• Loss prediction based on run-off triangles
• Dispersion modelling of outstanding claims with double Poisson regression models

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