On the type I multivariate zero-truncated hurdle model with applications in health insurance

DOI10.1016/J.INSMATHECO.2019.10.010MaRDI QIDQ2292176zbMATH OpenOpenAlexFDO

Authors Enrique Calderin, Shuanming Li, X. Wu, Peng-Cheng Zhang

Publication date 3 February 2020

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

Full work available at URL http://hdl.handle.net/11343/253886

zbMATH Keywords

EM algorithmHurdle modelclaim frequency modelinghealth insurance modelingtype I multivariate zero-truncation

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• EM Algorithm for Mixed Poisson and Other Discrete Distributions
• Minimum variance unbiased estimation for the zero class truncated bivariate Poisson and logarithmic series distributions
• On truncated bivariate discrete distributions: A unified treatment
• Regression analysis of count data
• Regression modeling with actuarial and financial applications.
• Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
• Score Tests for Testing Independence in the Zero-Truncated Bivariate Poisson Models
• Type I multivariate zero-truncated/adjusted Poisson distributions with applications

Cited in

(3)

• Integral and differential equations for the moments of multistate models in health insurance
• A new multivariate zero-inflated hurdle model with applications in automobile insurance
• Three-part model for fractional response variables with application to Chinese household health insurance coverage

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