Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data

DOI10.1016/j.insmatheco.2019.01.009zbMath1411.91269OpenAlexW2912561960WikidataQ128411747 ScholiaQ128411747MaRDI QIDQ2415960

Rui Huang, Kun Chen, Ngai Hang Chan, Chun Yip Yau

Publication date: 23 May 2019

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.009

zbMATH Keywords

heterogeneitysubgroup analysisADMM algorithmcar insurance dataconcave pairwise fusion penalty

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Robust claim frequency modeling through phase-type mixture-of-experts regression

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