Loss reserving and Hofmann distributions

MaRDI QIDQ2801368zbMATH OpenFDO

Authors Klaus D. Schmidt, Mathias Zocher

Publication date 7 April 2016

Published in Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=18

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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(10)

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• A note on the overdispersed Poisson family.
• Handbook on loss reserving
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• Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
• Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited
• Maximum-likelihood and marginal-sum estimation in some particular collective models
• Separation of small and large claims on the basis of collective models

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