Journal of Probability and Statistics / 2009 / Article / Tab 3

Research Article

When Inflation Causes No Increase in Claim Amounts

Table 3

Point estimates and approximate 95% confidence intervals of r and using the full likelihood and using the first approach. Note: the true parameter values are , .

Full likelihood approachFirst approach
Parameter Estimate Asymptotic CI Estimate Bootstrap CI

0.0503 0.0526
1.9858 1.9858

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