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Volumn 18, Issue 1, 1996, Pages 43-57

UMVUE of the IBNR reserve in a lognormal linear regression model

Author keywords

IBNR reserve; Lognormal regression; Maximum likelihood; UMVUE

Indexed keywords


EID: 0030140409     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6687(95)00027-5     Document Type: Article
Times cited : (21)

References (21)
  • 7
  • 8
    • 0000801611 scopus 로고
    • On the distribution of a variable whose logarithm is normally distributed
    • Finney, D.J. (1941). On the distribution of a variable whose logarithm is normally distributed. Journal of the Royal Statistical Society 7, 155-161.
    • (1941) Journal of the Royal Statistical Society , vol.7 , pp. 155-161
    • Finney, D.J.1
  • 12
    • 0011518331 scopus 로고
    • IBNR claims and the two-way model of ANOVA
    • Kremer, E. (1982). IBNR claims and the two-way model of ANOVA. Scandinavian Actuarial Journal, 47-55.
    • (1982) Scandinavian Actuarial Journal , pp. 47-55
    • Kremer, E.1
  • 17
    • 0001802997 scopus 로고
    • Second moments of estimates of outstanding claims
    • Taylor, C.G. and F.R. Ashe (1983). Second moments of estimates of outstanding claims. Journal of Econometrics 23, 37-61.
    • (1983) Journal of Econometrics , vol.23 , pp. 37-61
    • Taylor, C.G.1    Ashe, F.R.2
  • 18
    • 85027208691 scopus 로고
    • Surveys of Actuarial Studies. Nationale-Nederlanden N.V., Rotterdam
    • Van Eeghen, J. (1981). Loss reserving methods, Vol. 1. Surveys of Actuarial Studies. Nationale-Nederlanden N.V., Rotterdam.
    • (1981) Loss Reserving Methods , vol.1
    • Van Eeghen, J.1
  • 19
    • 0002888466 scopus 로고
    • On the estimation of reserves from loglinear models
    • Verrall, R.J. (1991). On the estimation of reserves from loglinear models. Insurance: Mathematics and Economics 10, 75-80.
    • (1991) Insurance: Mathematics and Economics , vol.10 , pp. 75-80
    • Verrall, R.J.1
  • 20
    • 85011176040 scopus 로고
    • Negative incremental claims: Chain ladder and linear models
    • Verrall, R.J. and Z. Li (1993). Negative Incremental Claims: Chain Ladder and Linear Models. Journal of the Institute of Actuaries 120, 171-183.
    • (1993) Journal of the Institute of Actuaries , vol.120 , pp. 171-183
    • Verrall, R.J.1    Li, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.