Compound Poisson Model with Covariates

DOI10.1080/10920277.2006.10597423MaRDI QIDQ5018747zbMATH OpenOpenAlexFDO

Authors Kevin J. Shand, Xikui Wang, Jeffrey S. Pai

Publication date 22 December 2021

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2006.10597423

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• Analysis of Survival Data under the Proportional Hazards Model
• Estimating the dimension of a model
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• scientific article; zbMATH DE number 1862734 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Regression Methods for Poisson Process Data
• The Efficiency of Cox's Likelihood Function for Censored Data

Cited in

(2)

• The Cox Regression Model for Claims Data m Non-Life Insurance
• Random effects Cox models: A Poisson modelling approach

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