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~person:"Nielsen, J. P."
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Age-period-cohort model
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Boundary problem
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Chain-ladder model
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Poisson model
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canonical parameter
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chain-ladder
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Nielsen, J. P.
Wüthrich, Mario V.
11
Nielsen, Bent
9
Kuang, D.
6
Nielsen, Jens Perch
5
Gabrielli, Andrea
4
Merz, Michael
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Bischofberger, Stephan M.
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Delong, Łukasz
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Harnau, Jonas
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Lindholm, Mathias
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Mammen, Enno
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Schmidt, Klaus D.
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Taylor, Greg
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Antonio, Katrien
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Badounas, Ioannis
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Boratyńska, Agata
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Chukhrova, Nataliya
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Coll-Serrano, Vicente
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Denuit, Michel
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Heberle, Jochen
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Hiabu, Munir
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Johannssen, Arne
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Kohn, Robert
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Kuang, Di
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Käärik, Meelis
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Moriconi, Franco
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Peters, Gareth W.
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Pigeon, Mathieu
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Pitselis, Georgios
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Riegel, Ulrich
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Szatkowski, Marcin
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Tee, Liivika
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Thomas, Anne
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Verrall, Richard
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Verrall, Richard J.
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Viin, Rauno
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Wahl, Felix
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Álvarez-Jareño, José Antonio
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Economics Group, Nuffield College, University of Oxford
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Economics Papers / Economics Group, Nuffield College, University of Oxford
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Forecasting with the age-period-cohort model and the extended
chain-ladder
model
Kuang, D.
;
Nielsen, Bent
;
Nielsen, J. P.
-
Economics Group, Nuffield College, University of Oxford
-
2008
We consider forecasting from age-period-cohort models, as well as from the extended
chain-ladder
model. The parameters …
Persistent link: https://www.econbiz.de/10005730287
Saved in:
2
Chain-Ladder
as Maximum Likelihood Revisited
Kuang, D.
;
Nielsen, B.
;
Nielsen, J. P.
-
Economics Group, Nuffield College, University of Oxford
-
2009
It has long been known that maximum likelihood estimation in a Poisson model reproduces the
chain-ladder
technique. We …
Persistent link: https://www.econbiz.de/10008469678
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