scientific article; zbMATH DE number 3854261

MaRDI QIDQ3323095zbMATH OpenFDO

Authors Stuart A. Klugman

Publication date 1984

zbMATH Keywords

analysis of variance procedureJames-Stein type credibility formulalognormal model for automobile lossesloss distributionsmethod of scoring for maximum likelihood estimation from grouped datamultiple liability limits

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

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• Loss minimization and parameter estimation with heavy tails
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• Loss modeling with many-parameter distributions
• Fitting a parametric distribution for large claims in case of censored or partitioned data
• Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
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