Maximum-likelihood and marginal-sum estimation in some particular collective models
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Publication:1633247
DOI10.1007/S10182-011-0178-XzbMATH Open1443.62354OpenAlexW2044716127MaRDI QIDQ1633247FDOQ1633247
Authors: Klaus Thomas Hess 
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0178-x
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Cites Work
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- Loss reserving and Hofmann distributions
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- A comparison of models for the chain--ladder method
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- Chain ladder, marginal sum and maximum likelihood estimation
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- Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
- The collective model of risk theory in excess of loss reinsurance
Cited In (6)
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- Sum of Profiles Model with Exchangeably Distributed Errors
- Loss prediction based on run-off triangles
- Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
- Separation of small and large claims on the basis of collective models
- On the relationships between sum score based estimation and joint maximum likelihood estima\-tion
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