Fitting Tweedie's compound poisson model to insurance claims data (Q4311654)

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scientific article; zbMATH DE number 679623
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Fitting Tweedie's compound poisson model to insurance claims data
scientific article; zbMATH DE number 679623

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    Fitting Tweedie's compound poisson model to insurance claims data (English)
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    12 December 1994
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    car insurance
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    orthogonal parameters
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    risk theory
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    Tweedie model
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    Tweedie compound Poisson process
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    tarification
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    total claim
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    number of claims
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    Poisson process of claims
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    gamma distributed claim sizes
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    mean claim rate
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    dispersion parameter
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    shape parameter
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    exponential dispersion model
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    regression models
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    maximum likelihood
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    likelihood ratio test
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    GLIM 4 program
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