Compound model for two dependent kinds of claim

DOI10.1016/0167-6687(94)90796-XMaRDI QIDQ1892982zbMATH OpenOpenAlexFDO

Authors Christian Partrat

Publication date 14 September 1995

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

Full work available at URL https://doi.org/10.1016/0167-6687(94)90796-x

zbMATH Keywords

conditional independencebivariate Poisson distributionbivariate mixed-Poisson distributionscompound class of policiesPoisson-gamma distributionPoisson-inverse Gaussian distribution

Mathematics Subject Classification ID

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

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• On Estimating the Parameters of a Bivariate Probability Model Applicable to Traffic Accidents
• On Some Bivariate Probability Models Applicable to Traffic Accidents and Fatalities
• On bivariate generalized binomial and negative binomial distributions
• On compounded bivariate poisson distributions
• On recursive formulas for aggregate claims
• On the compounded bivariate Poisson distribution: A unified treatment

Cited in

(18)

• Parameter estimation of a bivariate compound Poisson process
• A mixed copula model for insurance claims and claim sizes
• Poisson approximation of multivariate Poisson mixtures
• scientific article; zbMATH DE number 1958540 (Why is no real title available?)
• On multivariate discrete Poisson-Lindley distributions
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• Statistics for bivariate mixed Poisson processes at the sample of obligatory car insurance
• A bivariate model of claim frequencies and severities
• Ruin probabilities for time-correlated claims in the compound binomial model.
• On modeling claim frequency data in general insurance with extra zeros
• Empirical investigation of insurance claim dependencies using mixture models
• Aggregate claim estimation using bivariate hidden Markov model
• Recovery process model for two companies
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• A priori ratemaking using bivariate Poisson regression models
• The Mixed Bivariate Hofmann Distribution
• Testing homogeneity in a multivariate mixture model
• Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data

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