A special Tweedie sub-family with application to loss reserving prediction error
Greg Taylor
| Year of publication: |
2021
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|---|---|
| Authors: | Taylor, Greg |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 262-288
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| Subject: | CMVR | Constant mean-variance ratio | Loss reserving | Model distribution error | Model error | Prediction error | Tweedie family | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793927