Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
From MaRDI portal
(Redirected from Publication:5019771)
Recommendations
- A new multivariate zero-inflated hurdle model with applications in automobile insurance
- On modeling claim frequency data in general insurance with extra zeros
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Zero-inflated generalized Poisson regression model and its application to insurance rate making
Cites work
- A mixed poisson–inverse‐gaussian regression model
- A new approach for modeling economic count data
- A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives
- A Score Test for Zero Inflation in a Poisson Distribution
- Chi-Square Diagnostic Tests for Econometric Models: Theory
- Generalized hurdle count data regression models
- Heterogeneous INAR(1) model with application to car insurance
- scientific article; zbMATH DE number 194136 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- scientific article; zbMATH DE number 2002520 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- scientific article; zbMATH DE number 857931 (Why is no real title available?)
- scientific article; zbMATH DE number 3356095 (Why is no real title available?)
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Negative binomial and mixed poisson regression
- Non-life rate-making with Bayesian GAMs
- On asymptotic tests of composite hypotheses in nonstandard conditions
- On modeling claim frequency data in general insurance with extra zeros
- On the Distribution of the Likelihood Ratio
- Overdispersion tests for truncated Poisson regression models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Pseudo Maximum Likelihood Methods: Theory
- Score tests for heterogeneity and overdispersion in zero-inflated Poisson and binomial regression models
- The modality of some compound Poisson distributions
- Two-part multiple spell models for health care demand
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
Cited in
(39)- A priori ratemaking using bivariate Poisson regression models
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
- Copula-based dependence between frequency and class in car insurance with excess zeros
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Bayesian multivariate Poisson models for insurance ratemaking
- Ruin and deficit under claim arrivals with the order statistics property
- On the type I multivariate zero-truncated hurdle model with applications in health insurance
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
- On modeling claim frequency data in general insurance with extra zeros
- A suitable discrete distribution for modelling automobile claim frequencies
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- Actuarial Modelling of Claim Counts
- Modeling gap times between recurrent events by marginal rate function
- Bonus-malus systems with two-component mixture models arising from different parametric families
- Unconditional distributions obtained from conditional specification models with applications in risk theory
- Dependent frequency-severity modeling of insurance claims
- Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- On the analysis of a discrete-time risk model with INAR(1) processes
- Incorporating heterogeneity into the prediction of total claim amount
- Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting
- A POSTERIORI RATEMAKING WITH PANEL DATA
- Sarmanov family of bivariate distributions for multivariate loss reserving analysis
- A new multivariate zero-inflated hurdle model with applications in automobile insurance
- How Much Telematics Information Do Insurers Need for Claim Classification?
- Semiparametric model for recurrent event data with excess zeros and informative censoring
- Investigating the impact of excess zeros on hurdle-generalized Poisson regression model with right censored count data
- Semiparametric model for prediction of individual claim loss reserving
- Applying copula models to individual claim loss reserving methods
- Zero-inflated modeling. I: Traditional zero-inflated count regression models, their applications, and computational tools
- An extreme gradient boosted approach for predicting the number and size of auto insurance claims
- A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
- Exponential-compound Poisson mixture model for motor insurance claims
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
This page was built for publication: Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5019771)