A Loglinear Lagrangian Poisson Model

ASTIN Bulletin

Volumn 26, Issue 1, 1996, Pages 123-129

  Ter Berg, Peter ^a  

^a SFB Verzekeringen   (Netherlands)

Author keywords

Lagrangian Poisson; Loglinear; Maximum likelihood; Newton Raphson

Indexed keywords

EID: 85011468689     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.1.563238     Document Type: Article

References (8)

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3. Consul, P.C. (1989) Generalized Poisson Distributions. Marcel Dekker, New York.
4. Consul, P.C. and Shenton, L. R. (1972) Use of Lagrange expansion for generating discrete generalized probability distributions. SIAM Journal of Applied Mathematics. 23, 239–248.
5. Cox, D. R. and Miller, H. D. (1965) The Theory of Stochastic Processes. Chapman & Hal, London.
6. Goovaerts, M. and Kaas, R. (1991) Evaluating compound generalized Poisson distributions recursively. ASTIN Bulletin. 21, 193–198.
7. McMillan, B. and Riordan, J. (1957) A moving single server problem. Annals of Mathematical Statistics. 28, 471–478.
8. ter Berg, P. (1980) On the loglinear Poisson and Gamma model. ASTIN Bulletin. 11, 35–40.