Claims reserving in the hierarchical generalized linear model framework
From MaRDI portal
Publication:2442541
DOI10.1016/j.insmatheco.2013.02.006zbMath1284.91234MaRDI QIDQ2442541
Patrizia Gigante, Liviana Picech, Luciano Sigalotti
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.006
\(h\)-likelihood; conditional mean square error of prediction; hierarchical generalized linear models; claims reserving; quasi-hierarchical generalized linear models
62J12: Generalized linear models (logistic models)
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