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Two Pragmatic Approaches to Loglinear Claim Cost Analysis

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  • ter Berg, Peter

Abstract

Parameter estimation in case of loglinear modelled claim cost distribution characteristics is mathematically tractable, especially with the Inverse Gaussian and Lognormal distribution.

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  • ter Berg, Peter, 1980. "Two Pragmatic Approaches to Loglinear Claim Cost Analysis," ASTIN Bulletin, Cambridge University Press, vol. 11(2), pages 77-90, December.
    • Handle: RePEc:cup:astinb:v:11:y:1980:i:02:p:77-90_00
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    Cited by:

    1. Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.

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