{"entities":{"Q6953014":{"pageid":21221619,"ns":120,"title":"Item:Q6953014","lastrevid":84080201,"modified":"2026-05-09T13:38:48Z","type":"item","id":"Q6953014","labels":{"en":{"language":"en","value":"Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 8069793"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$C55022A8-7DC2-4730-8EE2-0ECA5D644F93","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d6081f9cd935fb423ac04bbefa56aa2a87ec7f29","datavalue":{"value":{"text":"Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6953014$2C906F08-BF83-4492-B0DB-104A98D65A1A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7422a4356b61f1b5773c8bc6613b817c5b8b424a","datavalue":{"value":"1573.91286","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$40C9E376-CC3D-4D87-AB8C-25F9D4A69C53","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3dc6b948daaee669f5cff25cac22af65d04af6bd","datavalue":{"value":"10.1080/10920277.2024.2381726","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$392B822F-EE48-4D47-A210-60F3015E2AF4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7c2165af9040763246d3fcf3ae9794e1fbec5194","datavalue":{"value":{"entity-type":"item","numeric-id":1617003,"id":"Q1617003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$B2EE4036-F596-4A7D-BCCE-B96F10FA5BE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7cc9f846797fa90fc37879d849e66922eb413f01","datavalue":{"value":{"entity-type":"item","numeric-id":2121088,"id":"Q2121088"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$F296BC7A-F807-450A-8CB8-52BB4E0973E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"462664be90a3ab2039a8aafa7e489919417dc004","datavalue":{"value":{"entity-type":"item","numeric-id":2323678,"id":"Q2323678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$CBA8C11E-BF01-4317-BF5D-CBEB304F560D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b7d370aaaf613e7c913931748f931f2be6a640f9","datavalue":{"value":{"entity-type":"item","numeric-id":870321,"id":"Q870321"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$0D6DF04F-70EA-4F8A-9555-F6896298F230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7f6688be7375abaafc07a9f960abc9a6d71448c4","datavalue":{"value":{"entity-type":"item","numeric-id":252298,"id":"Q252298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$CBFDFDFE-5A61-4B16-BCB4-F17B5FFF5DD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1fd8225c1b8ff22ffb08f81d0e0f6fd4e0fa886c","datavalue":{"value":{"entity-type":"item","numeric-id":825303,"id":"Q825303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$8487E794-946E-4271-9401-0051F41D041C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c8594dcd3572f0fd535d7fbbbb9a281a9914726a","datavalue":{"value":{"entity-type":"item","numeric-id":59397,"id":"Q59397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$DFB06A4F-31F0-4AE8-A43E-B25B6CF7B820","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bf8d2816df86fd5131632e109bed1415b4cf2ad1","datavalue":{"value":{"time":"+2025-07-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6953014$A4863C8C-FDA4-4220-9D6D-2B2699D31ECF","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4810baa1ea36daaf175b5bb64f516b75efaa3f15","datavalue":{"value":"In this paper, the authors introduce an elegant solution for studying multidimensional non-life claim count data. Specifically, the data exhibit time-dependence, cross-dependence and zero inflation. To this end, the authors propose a multivariate INAR(1) model, where the innovations are described by either a multivariate zero-inflated Poisson distribution or a multivariate zero-inflated hurdle Poisson distribution. In addition, the proposed model also features the impact of individual and coverage-specific covariates on the mean parameters. Consequently, it is possible to evaluate customized insurance premiums in the light of changing risk profiles. The authors adopt the expectation-maximization (EM) algorithm to estimate the model parameters. Using the European motor third-party liability claim count data, the authors illustrate the effectiveness of the proposed model. In Section 2 of the paper, the authors discuss the multivariate zero-inflated Poisson distribution and the multivariate zero-inflated hurdle Poisson distribution. Section 3 introduces the multivariate INAR(1) model. Specifically, the multivariate INAR(1) model with three types of innovations are described. The estimation method based on the EM algorithm is also considered. Section 4 presents a simulation study. Section 5 provides the estimation results, a study of the predictive performance, and an application to ratemaking.","type":"string"},"datatype":"string"},"type":"statement","id":"Q6953014$2346CE85-8468-4C73-8668-34EE3EC858B4","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"f84d040aad5b135b776fc6b2e8935f8da9e2ea5d","datavalue":{"value":{"entity-type":"item","numeric-id":274850,"id":"Q274850"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$30691DEE-2A47-46AB-956A-7E177F5101EA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dca30a6ec24eddc05bb2fc77670e5d2e11d3deaf","datavalue":{"value":"91G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$00057F90-4E37-4CA2-8259-56C6C6E332FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$60B1891C-95E4-4868-93C8-E503F42DF982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"97f0079be410d40086f507dfb53853e34658a729","datavalue":{"value":"62H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$8EB97947-92D2-4C5E-9F94-57B263889B8E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0edfb19c2af1a6fceb54eaf937be5d462f21b4ce","datavalue":{"value":"8069793","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6953014$17CBF64E-DDAC-4989-A4B0-52C0F96FFFAE","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$5C34BAC2-9F14-4128-B96D-3E9A039777E5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$584C0D99-1EB8-4D9C-B768-A1B283A097C4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c72bff36ee5ae68b4c80d3da798c3b4ac3ee4966","datavalue":{"value":{"entity-type":"item","numeric-id":1622524,"id":"Q1622524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$544EFC16-A695-4FA2-B080-8144CB64057E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f6aa65c95385df7960ba2c4062cc605db3001ff","datavalue":{"value":{"entity-type":"item","numeric-id":2276224,"id":"Q2276224"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$9922F6BC-4BCC-4AD0-8267-AE9022A549FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4a8e265387fff3a4c405c0d85bc12cdc8f7b7fa","datavalue":{"value":{"entity-type":"item","numeric-id":1735036,"id":"Q1735036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$647DDFA6-EFED-4D08-A178-1F213B69AE97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52b4a60f84ccd6faa80031589e5d1aef6a265647","datavalue":{"value":{"entity-type":"item","numeric-id":4972120,"id":"Q4972120"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$C1A73FAA-D752-47A8-8988-61A4078F8751","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddcef1935f45f0f39addd8c35cf181581664e22f","datavalue":{"value":{"entity-type":"item","numeric-id":868313,"id":"Q868313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$5D692086-345F-4F24-8FF4-66475295D9BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d2f8bb240f5b61168322bd24ef87981d292db13","datavalue":{"value":{"entity-type":"item","numeric-id":1623794,"id":"Q1623794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$B2597FA2-0F81-49AE-8EA4-6F4847FF26B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c71f18cb8ff4dded9d57d44b4f2bf98301df9f4","datavalue":{"value":{"entity-type":"item","numeric-id":4576844,"id":"Q4576844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$AC46EDAC-AEBA-4A99-BEEA-6CD74C3DCA3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0757ca9318dffade54c739fb6e3acb00a9ff5e41","datavalue":{"value":{"entity-type":"item","numeric-id":743134,"id":"Q743134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$C43854CD-A82F-4414-84DB-C3AABAD061B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4cb48e7928d9a47ead7172d81debe1f9c894963","datavalue":{"value":{"entity-type":"item","numeric-id":2665879,"id":"Q2665879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$C0AB7EAA-1170-4181-B38E-B993A58DD56B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"988eff13ff6bbfcfca5bc0f31ae2960e8638658f","datavalue":{"value":{"entity-type":"item","numeric-id":6075094,"id":"Q6075094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$D0CA3F40-AA72-47BB-AFA5-ADDD35B24BED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"13cc679b0327422b1a2de17b2e0cdef8405d77d2","datavalue":{"value":{"entity-type":"item","numeric-id":5866173,"id":"Q5866173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6953014$0C56D9E4-2CDB-4870-8F45-0C29312ADED4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Multivariate_Zero-Inflated_INAR(1)_Model_with_an_Application_in_Automobile_Insurance"}}}}}