On modeling claim frequency data in general insurance with extra zeros
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Publication:2485541
DOI10.1016/J.INSMATHECO.2004.11.002zbMATH Open1070.62098OpenAlexW1987084611MaRDI QIDQ2485541FDOQ2485541
Authors: Karen C. H. Yip, Kelvin K. W. Yau 
Publication date: 5 August 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.11.002
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- Finite mixture, zero-inflated Poisson and hurdle models with application to SIDS
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Cited In (60)
- Finite mixtures of mean-parameterized Conway-Maxwell-Poisson models
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
- Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
- Estimation and selection for spatial zero-inflated count models
- A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
- Robust claim frequency modeling through phase-type mixture-of-experts regression
- Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
- Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- Motor insurance claim modelling with factor collapsing and Bayesian model averaging
- Zero-inflated modeling. I: Traditional zero-inflated count regression models, their applications, and computational tools
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Modeling road traffic crashes with zero-inflation and site-specific random effects
- Investigating dependence between frequency and severity via simple generalized linear models
- Modelling zero-inflated count data with a special case of the generalised Poisson distribution
- Incorporating heterogeneity into the prediction of total claim amount
- A TMB approach to study spatial variation in weather-generated claims in insurance
- An approach to merit rating by means of autoregressive sequences
- Score tests for zero-inflated double Poisson regression models
- A class of mixture of experts models for general insurance: theoretical developments
- A multi-year microlevel collective risk model
- Modeling gap times between recurrent events by marginal rate function
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
- Functional Form for the Zero-Inflated Generalized Poisson Regression Model
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Extreme value modelling of water-related insurance claims
- A test for lack-of-fit of zero-inflated negative binomial models
- Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives
- Exponential dispersion models for overdispersed zero-inflated count data
- A new multivariate zero-inflated hurdle model with applications in automobile insurance
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
- Copula-based dependence between frequency and class in car insurance with excess zeros
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Bayesian Analysis of Semiparametric Mixed-Effects Models for Zero-Inflated Count Data
- Poisson regression and zero-inflated Poisson regression: application to private health insurance data
- Quasi-negative binomial distribution: properties and applications
- Smoothed Quantiles for Measuring Discrete Risks
- Tweedie gradient boosting for extremely unbalanced zero-inflated data
- Stochastic EM algorithm of a finite mixture model from hurdle Poisson distribution with missing responses
- Non nested model selection for spatial count regression models with application to health insurance
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Bivariate zero-inflated negative binomial regression model with applications
- On copula-based collective risk models: from elliptical copulas to vine copulas
- Semiparametric model for recurrent event data with excess zeros and informative censoring
- Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model
- Double-counting problem of the bonus-malus system
- A two-parameter general inflated Poisson distribution: properties and applications
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
- Zero-inflated and overdispersed: what's one to do?
- Model selection of zero-inflated generalized power series distribution with missing responses
- On testing for homogeneity with zero‐inflated models through the lens of model misspecification
- Zero truncated Poisson model: an alternative approach for analyzing count data with excess zeros
- Copula models for insurance claim numbers with excess zeros and time-dependence
- Zero-inflated models and estimation in zero-inflated Poisson distribution
- Hierarchical mixture-of-experts models for count variables with excessive zeros
- Optimal relativities and transition rules of a bonus-malus system
- Estimation in zero-inflated binomial regression with missing covariates
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