An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance
In this article, we are interested in developing an alternative estimation method of the parameters of the hybrid log-Poisson regression model. In our previous paper, we have proposed a hybrid log-Poisson regression model where we have derived the analytical expression of the fuzzy parameters. We fo...
Main Authors: | Apollinaire Woundjiagué, Martin Le Doux Mbele Bidima, Ronald Waweru Mwangi |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2019-01-01
|
Series: | Advances in Fuzzy Systems |
Online Access: | http://dx.doi.org/10.1155/2019/1393946 |
Similar Items
-
A Multicurve Cross-Currency LIBOR Market Model
by: Charity Wamwea, et al.
Published: (2019-01-01) -
Exact A-optimal designs for quadratic regression
by: YEH, YU RONG, et al.
Published: (1996) -
D-optimal designs for Poisson regression models
by: Russell, K.G, et al.
Published: (2009) -
Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model
by: Tesfamariam Tadesse Welemical, et al.
Published: (2019-01-01) -
A-optimal design of quadratic random coefficient regression model
by: Cheng Jing, et al.
Published: (2017-04-01)