A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE

DOI10.1017/asb.2021.39zbMath1498.91373OpenAlexW4205797027MaRDI QIDQ5866173

Xueyuan Wu, David H. Pitt, Peng-Cheng Zhang

Publication date: 13 June 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2021.39

zbMATH Keywords

EM algorithmhurdle modelautomobile insurancemultivariate zero-inflation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A priori ratemaking using bivariate Poisson regression models
• Type I multivariate zero-inflated Poisson distribution with applications
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• Bayesian multivariate Poisson models for insurance ratemaking
• On the type I multivariate zero-truncated hurdle model with applications in health insurance
• On modeling claim frequency data in general insurance with extra zeros
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Improving the EM Algorithm
• A posteriori ratemaking using bivariate Poisson models
• Zero‐Inflated Poisson and Binomial Regression with Random Effects: A Case Study
• Risk Classification for Claim Counts
• Regression Modeling with Actuarial and Financial Applications

This page was built for publication: A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE