Mean and dispersion modelling for policy claims costs
From MaRDI portal
Publication:3608228
DOI10.1080/03461230701553983zbMath1164.91030OpenAlexW2111220553WikidataQ60700741 ScholiaQ60700741MaRDI QIDQ3608228
Unnamed Author, Robert A. Rigby, Piet de Jong, Gillian Z. Heller
Publication date: 28 February 2009
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230701553983
compound Poisson processmixture distributioninsurance claimsdiscrete mixturemean and dispersion modelling
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (12)
Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families ⋮ On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers ⋮ 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 ⋮ 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 ⋮ Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family ⋮ Compound sum distributions with dependence ⋮ Modeling dependent yearly claim totals including zero claims in private health insurance ⋮ Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- An extended quasi-likelihood function
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Fitting Tweedie's compound poisson model to insurance claims data
- Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
This page was built for publication: Mean and dispersion modelling for policy claims costs
