Nonparametric tests for mixed Poisson distributions

DOI10.1016/0167-6687(93)90994-ZMaRDI QIDQ2366046zbMATH OpenFDO

Authors Jacques F. Carriere

Publication date 29 June 1993

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

zbMATH Keywords

mixed Poisson distributionheterogeneity of riskmean frequency of claimsportfolio of insurance policies

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• A semi-parametric estimator of a risk distribution
• Asymptotic distributions of statistics and parameter estimates for mixed Poisson processes
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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3930009 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotic properties of homogeneity tests

Cited in

(9)

• Computation of probabilities of mixed Poisson-Weibull distribution
• On testing for the number of components in a mixed Poisson model
• Semi-parametric specification tests for mixing distributions
• A semi-parametric estimator of a risk distribution
• On modeling claim frequency data in general insurance with extra zeros
• Distribution mixing in \(\mathbb N\) and parametric credibility
• On the distribution theory of over-dispersion
• Mixed Poisson Distributions
• Nonparametric Tests for Mixed Designs

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