Generalised linear models for aggregate claims: to Tweedie or not?
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Publication:2356243
Recommendations
- Fitting Tweedie's compound poisson model to insurance claims data
- Making Tweedie's compound Poisson model more accessible
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
- Dispersion Estimates for Poisson and Tweedie Models
- Claims Reserving Using Tweedie's Compound Poisson Model
Cites work
- A mixed copula model for insurance claims and claim sizes
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- Multivariate Dispersion Models Generated From Gaussian Copula
- Non-life insurance pricing with generalized linear models
- The theory of exponential dispersion models and analysis of deviance
- Total loss estimation using copula-based regression models
Cited in
(21)- Investigating dependence between frequency and severity via simple generalized linear models
- Tweedie double GLM loss triangles with dependence within and across business lines
- On the goodness-of-fit tests for gamma generalized linear models
- Approximate Bayesian computations to fit and compare insurance loss models
- Generalized linear models for dependent frequency and severity of insurance claims
- BERT-based NLP techniques for classification and severity modeling in basic warranty data study
- The use of the Tweedie distribution in statistical modelling
- Fitting Tweedie's compound poisson model to insurance claims data
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Modelling the aggregate loss for insurance claims with dependence
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making
- Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
- Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm
- On hybrid tree-based methods for short-term insurance claims
- An extreme gradient boosted approach for predicting the number and size of auto insurance claims
- Bayesian cart models for aggregate claim modeling
- Independent additive weighted bias distributions and associated goodness-of-fit tests
- An engine to simulate insurance fraud network data
- Making Tweedie's compound Poisson model more accessible
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