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DOI10.1007/s13385-021-00302-0zbMath1492.91288OpenAlexW4206945269MaRDI QIDQ2157226

Michael Fackler

Publication date: 27 July 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00302-0

zbMATH Keywords

mean squared errorsample meanreinsuranceloss frequencyloss-free

Mathematics Subject Classification ID

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

Related Items (1)

A resimulation framework for event loss tables based on clustering

Cites Work

• Matching tower information with piecewise Pareto
• Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
• Robust fitting of claim severity distributions and the method of trimmed moments
• A course in credibility theory and its applications
• A QUANTITATIVE STUDY OF CHAIN LADDER BASED PRICING APPROACHES FOR LONG-TAIL QUOTA SHARES
• Reinsurance
• Loss Models
• Insurance loss coverage and social welfare
• ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS

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