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On the Loglinear Poisson and Gamma Model

Published online by Cambridge University Press:  29 August 2014

Peter ter Berg
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Abstract

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Maximum likelihood estimation in case of a Poisson or Gamma distribution with loglinear parametrization for the mean is quite akin. The asymptotic variance-covariance matrix for the maximum likelihood estimator is derived as well as a linear estimator, which can serve as a starting value for the nonlinear search procedure.

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 11 , Issue 1 , June 1980 , pp. 35 - 40
Copyright
Copyright © International Actuarial Association 1980

References

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