Maximum-likelihood and marginal-sum estimation in some particular collective models

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

zbMATH Keywords

loss reservingreinsurancecollective modelnon-life insurancemultiplicative tariff

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3112327 (Why is no real title available?)
• scientific article; zbMATH DE number 4004880 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 877811 (Why is no real title available?)
• A comparison of models for the chain--ladder method
• Actuarial mathematics.
• Chain ladder, marginal sum and maximum likelihood estimation
• Loss reserving and Hofmann distributions
• Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
• The collective model of risk theory in excess of loss reinsurance

Cited in

(6)

• Loss prediction based on run-off triangles
• Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
• scientific article; zbMATH DE number 5526488 (Why is no real title available?)
• On the relationships between sum score based estimation and joint maximum likelihood estima\-tion
• Sum of Profiles Model with Exchangeably Distributed Errors
• Separation of small and large claims on the basis of collective models

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