Parametric Multiple Regression Risk Models: Some Connections with IBNR

Abstract
An application of the previous paper on multiple regression risk models to analysis of IBNR losses.
Volume
2:2
Page
69-73
Year
1983
Categories
Financial and Statistical Methods
Statistical Models and Methods
Regression
Actuarial Applications and Methodologies
Reserving
Publications
Insurance: Mathematics & Economics
Authors
Peter Albrecht