Estimation of IBNR claims by credibility theory
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Publication:1836254
DOI10.1016/0167-6687(82)90019-1zbMath0504.62091MaRDI QIDQ1836254
Publication date: 1982
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(82)90019-1
credibility theory; successive approximations; sufficient statistic; unbiased estimator; numerical illustrations; estimation of IBNR claims; multiplicative assumption; regression assumption; structure variable
62P05: Applications of statistics to actuarial sciences and financial mathematics
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