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A Loglinear Lagrangian Poisson Model

Published online by Cambridge University Press:  29 August 2014

Peter ter Berg
Peter ter Berg*
Affiliation:
SFB Verzekeringen, Amsterdam, Netherlands
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Abstract

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Maximum likelihood estimation is derived for the Lagrangian Poisson distribution for a simple and a loglinear model and illustrated with real data.

Keywords

LoglinearLagrangian PoissonMaximum likelihoodNewton-Raphson
Type
Short Contribution
Information
ASTIN Bulletin: The Journal of the IAA , Volume 26 , Issue 1 , May 1996 , pp. 123 - 129
Copyright
Copyright © International Actuarial Association 1996

References

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