Journal of the Institute of Actuaries · 1992 · 17 citations · 18 references
BusinessFinanceActuarial ScienceStochastic ModelingGraduation Analysis
Abstract In this paper it is demonstrated how recently developed statistical techniques designed to facilitate the joint modelling of the mean and dispersion are well suited to model the presence of duplicate policies in graduation.
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Marie Davidian, Raymond J. Carroll · Journal of the American Statistical Association · 1987 · 637 citations
Some remarks on overdispersion
D. R. Cox · Biometrika · 1983 · 497 citations
An extended quasi-likelihood function
J. A. Nelder, Daryl Pregibon · Biometrika · 1987 · 391 citations