17. Estimation and Model Selection for More Complex Models

  1. Stuart A. Klugman1,
  2. Harry H. Panjer2 and
  3. Gordon E. Willmot2

Published Online: 30 JAN 2012

DOI: 10.1002/9780470391341.ch17

Loss Models: From Data to Decisions, Third Edition

Loss Models: From Data to Decisions, Third Edition

How to Cite

Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2008) Estimation and Model Selection for More Complex Models, in Loss Models: From Data to Decisions, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470391341.ch17

Author Information

  1. 1

    Drake University

  2. 2

    University of Waterloo

Publication History

  1. Published Online: 30 JAN 2012
  2. Published Print: 21 SEP 2008

ISBN Information

Print ISBN: 9780470187814

Online ISBN: 9780470391341

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Keywords:

  • extreme value models;
  • parameter estimation;
  • copula models;
  • maximum likelihood estimation;
  • proportional hazards models

Summary

This chapter contains sections titled:

  • Extreme Value Models

  • Copula Models

  • Models with Covariates