Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
From MaRDI portal
Publication:4661656
DOI10.2143/AST.32.1.1020zbMath1094.91514OpenAlexW2168703246MaRDI QIDQ4661656
Bent Jørgensen, Gordon K. Smyth
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.32.1.1020
generalized linear modelscompound Poisson modelREMLcar insurancerisk theoryexposurepower variance functiondouble generalized linear modelsdispersion modellingtarificationclaims data
Related Items
On diagnostics in double generalized linear models, Making Tweedie's compound Poisson model more accessible, Tweedie gradient boosting for extremely unbalanced zero-inflated data, A simple insurance model: optimal coverage and deductible, Multilevel modeling of insurance claims using copulas, Domains of attraction to Tweedie distributions, Simulations of full multivariate Tweedie with flexible dependence structure, New properties and representations for members of the power-variance family. II, BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING, Knowledge Learning of Insurance Risks Using Dependence Models, No counts, no variance: allowing for loss of degrees of freedom when assessing biological variability from RNA-seq data, Multivariate Tweedie lifetimes: the impact of dependence, Insurance ratemaking using a copula-based multivariate Tweedie model, Alternative forms of compound fractional Poisson processes, Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims, Loss amount prediction from textual data using a double GLM with shrinkage and selection, Flexible Tweedie regression models for continuous data, Spatial modelling of claim frequency and claim size in non-life insurance, On the mean value parametrization of natural exponential families -- a revisited review, Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm, On hybrid tree-based methods for short-term insurance claims, Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio, Predictive Modeling in Long-Term Care Insurance, Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations, Investigating dependence between frequency and severity via simple generalized linear models, Modeling of paired zero-inflated continuous data without breaking down paired designs, Time dependent stop-loss reinsurance and exposure curves, Extended Poisson–Tweedie: Properties and regression models for count data, Fat-Tailed Regression Modeling with Spliced Distributions, A Cape Cod model for the exponential dispersion family, Approximate Bayesian computations to fit and compare insurance loss models, A multivariate Tweedie lifetime model: censoring and truncation, Dependent frequency-severity modeling of insurance claims, Weighted risk capital allocations in the presence of systematic risk, A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY, Claims Reserving Using Tweedie's Compound Poisson Model, A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING, On Hinde-Demétrio regression models for overdispersed count data, The facts on the ground: evaluating humanitarian fleet management policies using simulation, Mean and dispersion modelling for policy claims costs, COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE, Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models, Bayesian hierarchical modelling of continuous non‐negative longitudinal data with a spike at zero: An application to a study of birds visiting gardens in winter, Joint modelling of the total amount and the number of claims by conditionals, Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape, A POSTERIORI RATEMAKING WITH PANEL DATA, Spatio-temporal modelling of zero-inflated deep-sea shrimp data by Tweedie generalized additive, Orthogonal nonnegative matrix tri-factorization based on Tweedie distributions, Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models, Intrinsic objective Bayesian estimation of the mean of the Tweedie family, Two-part models for assessing misrepresentation on risk status, Tweedie double GLM loss triangles with dependence within and across business lines, Structural, continuity, and asymptotic properties of a branching particle system, Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family, Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models, A new class of continuous Bayesian networks, A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing, Spatial Tweedie exponential dispersion models: an application to insurance rate-making, On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution, Modeling dependent yearly claim totals including zero claims in private health insurance, A mixed copula model for insurance claims and claim sizes, Dispersion modelling of mortality for both sexes with Tweedie distributions, Generalised linear models for aggregate claims: to Tweedie or not?
Cites Work
