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Two Pragmatic Approaches to Loglinear Claim Cost Analysis

Published online by Cambridge University Press:  29 August 2014

Peter ter Berg
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Abstract

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

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 11 , Issue 2 , December 1980 , pp. 77 - 90
Copyright
Copyright © International Actuarial Association 1980

References

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