Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance

DOI10.2143/AST.36.1.2014153zbMath1162.91398OpenAlexW4246143890MaRDI QIDQ3632872

Jean-Philippe Boucher, Michel M. Denuit

Publication date: 15 June 2009

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

Full work available at URL: https://doi.org/10.2143/ast.36.1.2014153

Mathematics Subject Classification ID

Related Items (10)

Diagnostic tests before modeling longitudinal actuarial data ⋮ Hierarchical generalized linear models, correlation and a posteriori ratemaking ⋮ Credibility premium for rate-making systems ⋮ A Semi-Nonparametric Approach to Model Panel Count Data ⋮ Bayesian multivariate Poisson models for insurance ratemaking ⋮ MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA ⋮ Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation ⋮ A priori ratemaking using bivariate Poisson regression models ⋮ The Poisson random effect model for experience ratemaking: limitations and alternative solutions ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family

Cites Work

• Longitudinal data analysis using generalized linear models
• On the Pooling of Time Series and Cross Section Data
• A mixed poisson–inverse‐gaussian regression model
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