Mean and dispersion modelling for policy claims costs
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Publication:3608228
compound Poisson processdiscrete mixtureinsurance claimsmean and dispersion modellingmixture distribution
Recommendations
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Cites work
- An extended quasi-likelihood function
- Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
- 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 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
Cited in
(19)- An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
- On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers
- Modeling dependent yearly claim totals including zero claims in private health insurance
- Bonus-malus systems with two-component mixture models arising from different parametric families
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Compound sum distributions with dependence
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- Gaussian Markov random field spatial models in GAMLSS
- GAMLSS: A distributional regression approach
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
- A lognormal model for insurance claims data
- Modelling the Claim Count with Poisson Regression and Negative Binomial Regression
- A survey on models for panel count data with applications to insurance
- Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
- On the three-component mixture of exponential distributions: a Bayesian framework to model data with multiple lower and upper outliers
- On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
- GAMLSS for Longitudinal Multivariate Claim Count Models
- A novel unit exponential regression model with improved estimation method under multicollinearity
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
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