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UMVUE of the IBNR reserve in a lognormal linear regression model

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  • Doray, Louis G.

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  • Doray, Louis G., 1996. "UMVUE of the IBNR reserve in a lognormal linear regression model," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 43-57, May.
    • Handle: RePEc:eee:insuma:v:18:y:1996:i:1:p:43-57
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    References listed on IDEAS

    as
    1. Verrall, R. J., 1991. "On the estimation of reserves from loglinear models," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 75-80, March.
    2. Taylor, G. C. & Ashe, F. R., 1983. "Second moments of estimates of outstanding claims," Journal of Econometrics, Elsevier, vol. 23(1), pages 37-61, September.
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    Cited by:

    1. Goovaerts, Marc & Redant, Hendrik, 1999. "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 1-9, September.
    2. Klaus Schmidt, 2012. "Loss prediction based on run-off triangles," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 265-310, June.
    3. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan, 2003. "Confidence bounds for discounted loss reserves," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 297-316, October.
    4. D Kuang & Bent Nielsen & J P Nielsen, 2013. "The Geometric Chain-Ladder," Economics Papers 2013-W11, Economics Group, Nuffield College, University of Oxford.
    5. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Papers 1806.05939, arXiv.org.
    6. D. Kuang & B. Nielsen, 2018. "Generalized Log-Normal Chain-Ladder," Economics Papers 2018-W02, Economics Group, Nuffield College, University of Oxford.

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