Parametric multiple regression risk models: Some connections with IBNR

DOI10.1016/0167-6687(83)90014-8zbMATH Open0542.62089OpenAlexW2027401174MaRDI QIDQ795463FDOQ795463

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

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zbMATH Keywords

separation methodIBNR-modelsparametric multiple regression risk models

Mathematics Subject Classification ID

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

Cites Work

• Maximum likelihood estimates in exponential response models
• Title not available (Why is that?)
• Log-linear models and frequency tables with small expected cell counts
• IBNR-claims and the two-way model of ANOVA
• Parametric multiple regression risk models: Theory and statistical analysis
• Title not available (Why is that?)

Cited In (3)

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

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