Parametric multiple regression risk models: Some connections with IBNR

DOI10.1016/0167-6687(83)90014-8MaRDI QIDQ795463zbMATH OpenOpenAlexFDO

Authors Peter Albrecht

Publication date 1983

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(83)90014-8

zbMATH Keywords

IBNR-modelsparametric multiple regression risk modelsseparation method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3721862 (Why is no real title available?)
• scientific article; zbMATH DE number 3612351 (Why is no real title available?)
• IBNR-claims and the two-way model of ANOVA
• Log-linear models and frequency tables with small expected cell counts
• Maximum likelihood estimates in exponential response models
• Parametric multiple regression risk models: Theory and statistical analysis

Cited in

(3)

• The risk inflation criterion for multiple regression
• Some problems in actuarial finance involving sums of dependent risks
• A New Class of Severity Regression Models with an Application to IBNR Prediction

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