Pages that link to "Item:Q2485541"
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The following pages link to On modeling claim frequency data in general insurance with extra zeros (Q2485541):
Displayed 47 items.
- Modeling road traffic crashes with zero-inflation and site-specific random effects (Q257578) (← links)
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
- Modeling gap times between recurrent events by marginal rate function (Q425394) (← links)
- Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model (Q513680) (← links)
- Semiparametric model for recurrent event data with excess zeros and informative censoring (Q643406) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Non nested model selection for spatial count regression models with application to health insurance (Q744767) (← links)
- Double-counting problem of the bonus-malus system (Q784429) (← links)
- Quasi-negative binomial distribution: properties and applications (Q901635) (← links)
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation (Q998289) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Score tests for zero-inflated double Poisson regression models (Q1690554) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- A two-parameter general inflated Poisson distribution: properties and applications (Q1731451) (← links)
- An approach to merit rating by means of autoregressive sequences (Q1735050) (← links)
- Copula-based dependence between frequency and class in car insurance with excess zeros (Q1785232) (← links)
- A class of mixture of experts models for general insurance: theoretical developments (Q2010898) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- Optimal relativities and transition rules of a bonus-malus system (Q2347115) (← links)
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data (Q2415960) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Functional Form for the Zero-Inflated Generalized Poisson Regression Model (Q2815380) (← links)
- Stochastic EM algorithm of a finite mixture model from hurdle Poisson distribution with missing responses (Q2830181) (← links)
- Model Selection of Zero-Inflated Generalized Power Series Distribution with Missing Responses (Q2884900) (← links)
- Zero truncated Poisson model: an alternative approach for analyzing count data with excess zeros (Q3390461) (← links)
- Bayesian Analysis of Semiparametric Mixed-Effects Models for Zero-Inflated Count Data (Q3391829) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Risk Classification for Claim Counts (Q5019771) (← links)
- Tweedie gradient boosting for extremely unbalanced zero-inflated data (Q5042144) (← links)
- Hierarchical mixture-of-experts models for count variables with excessive zeros (Q5079812) (← links)
- Zero-inflated models and estimation in zero-inflated Poisson distribution (Q5085022) (← links)
- Bivariate zero-inflated negative binomial regression model with applications (Q5106790) (← links)
- A test for lack-of-fit of zero-inflated negative binomial models (Q5107392) (← links)
- Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives (Q5129093) (← links)
- (Q5154545) (← links)
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
- Zero-inflated and overdispersed: what's one to do? (Q5218899) (← links)
- Estimation in zero-inflated binomial regression with missing covariates (Q5384671) (← links)
- A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE (Q5866173) (← links)
- A TMB approach to study spatial variation in weather-generated claims in insurance (Q6063793) (← links)
- On testing for homogeneity with zero‐inflated models through the lens of model misspecification (Q6067157) (← links)
- Exponential dispersion models for overdispersed zero-inflated count data (Q6073583) (← links)
- Smoothed Quantiles for Measuring Discrete Risks (Q6110491) (← links)
- Robust claim frequency modeling through phase-type mixture-of-experts regression (Q6116750) (← links)