Log-Normal or Over-Dispersed Poisson?

Author:

Harnau JonasORCID

Funder

European Research Council

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Reference48 articles.

1. Information and Exponential Families;Barndorff-Nielsen,1978

2. Best estimates for reserves;Barnett;Proceedings of the Casualty Actuarial Society,2000

3. Properties of sufficiency and statistical tests

4. Risk Theory: The Stochastic Basis of Insurance;Beard,1984

5. Uniform saddlepoint approximations for ratios of quadratic forms

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1. Calendar effect and in-sample forecasting;Insurance: Mathematics and Economics;2021-01

2. Generalized log-normal chain-ladder;Scandinavian Actuarial Journal;2019-12-21

3. Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models;Risks;2018-03-23

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