IBNR索赔准备金均匀最小方差的无偏估计

UMVUE of IBNR CLAIMS RESERVES

本文构造对数正态线性回归模型求出了IBNR索

In this paper, We constructure a lognormal linear regression model from which we derive the uniformly minimum variance unbiased estimator (UMVUE)of the IBNR claims reserves.