Loss reserving and Hofmann distributions

zbMATH Open1333.62259MaRDI QIDQ2801368FDOQ2801368

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

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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)

Cited In (10)

• Maximum likelihood and estimation efficiency of the chain ladder
• A note on the overdispersed Poisson family.
• Handbook on loss reserving
• Loss prediction based on run-off triangles
• Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida
• 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
• Grossing-up, chain-ladder and marginal-sum estimation

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