Dispersion Estimates for Poisson and Tweedie Models

DOI10.2143/AST.40.1.2049229zbMATH Open1189.62165MaRDI QIDQ3569715FDOQ3569715

Authors: Stig Rosenlund 

Publication date: 21 June 2010

Published in: ASTIN Bulletin (Search for Journal in Brave)

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Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Non-life insurance pricing with generalized linear models
• Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications

Cited In (18)

• Making Tweedie's compound Poisson model more accessible
• Credibility pseudo-estimators
• Fitting Tweedie's compound poisson model to insurance claims data
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm
• The use of the Tweedie distribution in statistical modelling
• Beyond the Tweedie reserving model: the collective approach to loss development
• Generalised linear models for aggregate claims: to Tweedie or not?
• Model for analyzing counts with over-,equi-and under-dispersion in actuarial statistics
• A special Tweedie sub-family with application to loss reserving prediction error
• Title not available (Why is that?)
• On duration effects in non-life insurance pricing
• Inference in multiplicative pricing
• Estimation methods for the discrete Poisson–Lindley distribution
• Assessing individual unexplained variation in non-life insurance
• On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution
• Poisson Limit Laws for Exponential Dispersion Models
• Taylor approximations for model uncertainty within the Tweedie exponential dispersion family

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