Generalised linear models for aggregate claims: to Tweedie or not?
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Publication:2356243
DOI10.1007/s13385-015-0108-5zbMath1329.91075OpenAlexW1506933802MaRDI QIDQ2356243
Publication date: 29 July 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://spectrum.library.concordia.ca/979573/1/articulo.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)
Related Items (10)
Making Tweedie's compound Poisson model more accessible ⋮ On the goodness-of-fit tests for gamma generalized linear models ⋮ Modelling the aggregate loss for insurance claims with dependence ⋮ BERT-based NLP techniques for classification and severity modeling in basic warranty data study ⋮ On hybrid tree-based methods for short-term insurance claims ⋮ Investigating dependence between frequency and severity via simple generalized linear models ⋮ Approximate Bayesian computations to fit and compare insurance loss models ⋮ Generalized linear models for dependent frequency and severity of insurance claims ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family ⋮ Spatial Tweedie exponential dispersion models: an application to insurance rate-making
Uses Software
Cites Work
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- Total loss estimation using copula-based regression models
- A mixed copula model for insurance claims and claim sizes
- Non-Life Insurance Pricing with Generalized Linear Models
- Fitting Tweedie's compound poisson model to insurance claims data
- Multivariate Dispersion Models Generated From Gaussian Copula
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
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