Parametric multiple regression risk models: Theory and statistical analysis

DOI10.1016/0167-6687(83)90006-9zbMath0509.62095OpenAlexW2031731592WikidataQ127412072 ScholiaQ127412072MaRDI QIDQ1838264

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

exponential familiesmaximum likelihood estimationselection 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)

Related Items (1)

Parametric multiple regression risk models: Some connections with IBNR

Uses Software

• AS 171

Cites Work

• Maximum likelihood estimates in exponential response models
• Log-linear models and frequency tables with small expected cell counts
• Log-linear models for frequency data: sufficient statistics and likelihood equations
• Regression Analysis of Poisson-Distributed Data
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
• Einige statistische Verfahren im Zusammenhang mit Poissonprozessen und deren Anwendung
• Selecting Concomitant Variables Using a Likelihood Ratio Step-Down Procedure and a Method of Testing Goodness of Fit in an Exponential Survival Model
• Regressions by Leaps and Bounds
• A Robust Method for Multiple Linear Regression
• A Step-up Procedure for Selecting Variables Associated with Survival
• Algorithm AS 171: Fisher's Exact Variance Test for the Poisson Distribution
• Multiple Regression Analysis of a Poisson Process
• Problems of Convergence of Maximum Likelihood Iterative Procedures in Multiparameter Situations
• The Equivalence of Maximum Likelihood and Weighted Least Squares Estimate in the Exponential Family
• Exponential survivals with censoring and explanatory variables
• On the solution of likelihood equations by iteration processes. The multiparametric case
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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