Estimating IBNR Claims Reserves using Gamma model and GLIM

dc.contributor.author	Weke, Patrick GO
dc.date.accessioned	2013-07-08T12:36:38Z
dc.date.available	2013-07-08T12:36:38Z
dc.date.issued	2003
dc.identifier.citation	Estimating IBNR Claims Reserves using Gamma model and GLIM, The Nigerian Journal of Risk and Insurance, 2003, Vol. 4 No. 1: 1 – 11.	en
dc.identifier.uri	http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/46495
dc.description.abstract	This paper is concerned with the prediction of outstanding claims amounts on a portfolio of general insurance policies, the extension of the standard actuarial techniques (the chain ladder technique) and the development of a statistical analogue of the original chain ladder method. The aims are therefore to develop a gamma distribution model in GLIM and apply it to the IBNR problem that assumes a multiplicative structure
dc.language.iso	en	en
dc.publisher	University of Nairobi.	en
dc.title	Estimating IBNR Claims Reserves using Gamma model and GLIM	en
dc.type	Article	en
local.publisher	School of Mathematics	en

Files in this item

Files	Size	Format	View
There are no files associated with this item.