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- Louis Doray
- 1994

In this paper, we develop models for known claims, when the data are grouped into the usual triangle and the goal is to predict IBNR claims. We assume that the payment for a certain accident and development year is composed of a deterministic part and a multi-plicative random error. We use aloglinear location-scale regression model for the amount of claims.… (More)

In this paper, we develop a method to estimate the two parameters of the discrete stable distribution. By minimizing the quadratic distance between transforms of the empirical and theoretical probability generating functions, we obtain estimators simple to calculate, asymptotically unbiased and normally distributed. We also derive the expression for their… (More)

This is an interesting an important study of the oldest-old mortality in Canada, which includes construction of reliable life tables by the method of extinct generations, testing different statistical models to explain mortality age-trajectories, and analysis of temporal improvement in survival to advanced ages. In my opinion, this study has the following… (More)

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