Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs
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Publication:3653503
DOI10.2143/AST.39.2.2044642zbMath1179.91112MaRDI QIDQ3653503
Werner Hürlimann, Jan Beirlant, Robert Verlaak
Publication date: 22 December 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.39.2.2044642
excess-of-loss reinsurance; Pareto distribution; quasi-likelihood; Burr distribution; benchmark rate; generalised (non-)linear models; weighted Pearson residuals
62P05: Applications of statistics to actuarial sciences and financial mathematics
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