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Maximum-likelihood and marginal-sum estimation in some particular collective models

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Abstract

In the present paper we consider collective models in risk theory and their thinning and decomposition. We give three applications to reinsurance, multiplicative tariffs, and loss reserving. For each of these applications we show how maximum-likelihood and marginal-sum estimation can be used to estimate the parameters.

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Authors and Affiliations

  1. Institut für Mathematik, Universität Rostock, 18051, Rostock, Germany

    Klaus T. Hess

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  1. Klaus T. Hess
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Correspondence to Klaus T. Hess.

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Hess, K.T. Maximum-likelihood and marginal-sum estimation in some particular collective models. AStA Adv Stat Anal 96, 311–326 (2012). https://doi.org/10.1007/s10182-011-0178-x

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  • DOI: https://doi.org/10.1007/s10182-011-0178-x

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