A Cape Cod Model for the Exponential Dispersion Family

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2018 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Taylor, Greg;

doi: 10.2139/ssrn.3201982 , 10.1016/j.insmatheco.2018.11.008

A Cape Cod Model for the Exponential Dispersion Family

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Abstract

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UNSW Sydney
Australia

Keywords

Applications of statistics to actuarial sciences and financial mathematics, Point estimation, chain ladder, maximum likelihood estimation, Cape Cod, exponential dispersion family, MVUE, Risk theory, insurance, ODP, MLE, Tweedie family, parameters estimates, loss reserve

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