Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
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Publication:4661656
DOI10.2143/AST.32.1.1020zbMath1094.91514OpenAlexW2168703246MaRDI QIDQ4661656
Bent Jørgensen, Gordon K. Smyth
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.32.1.1020
generalized linear modelscompound Poisson modelREMLcar insurancerisk theoryexposurepower variance functiondouble generalized linear modelsdispersion modellingtarificationclaims data
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