Dispersion Estimates for Poisson and Tweedie Models

DOI10.2143/AST.40.1.2049229MaRDI QIDQ3569715zbMATH OpenFDO

Authors Stig Rosenlund

Publication date 21 June 2010

Published in ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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Cites work

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

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
• scientific article; zbMATH DE number 1453183 (Why is no real title available?)
• On duration effects in non-life insurance pricing
• Estimation methods for the discrete Poisson–Lindley distribution
• Inference in multiplicative pricing
• 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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