Log-normal or over-dispersed poisson?

Although both over-dispersed Poisson and log-normal chain-ladder models are popular in claim reserving, it is not obvious when to choose which model. Yet, the two models are obviously different. While the over-dispersed Poisson model imposes the variance to mean ratio to be common across the array,...

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Bibliographic Details
Main Author: Harnau, J. (Author)
Format: Article
Language:English
Published: MDPI AG 2018
Subjects:
Online Access:View Fulltext in Publisher