A special Tweedie sub-family with application to loss reserving prediction error
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DOI: 10.1016/j.insmatheco.2021.08.002
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References listed on IDEAS
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More about this item
Keywords
CMVR; Constant mean-variance ratio; Loss reserving; Model distribution error; Model error; Prediction error; Tweedie family;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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