Modelling claim number using a new mixture model: negative binomial gamma distribution

DOI10.1080/00949655.2015.1085987MaRDI QIDQ5222443zbMATH OpenOpenAlexFDO

Authors Yasemin Gençtürk, Ayten Yiğiter

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1085987

zbMATH Keywords

overdispersionNewton-Raphsongenetic algorithmsmixed distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Actuarial Modelling of Claim Counts
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Mixed Poisson Distributions
• Negative binomial-Lindley distribution and its application
• Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
• Zero-truncated Poisson-Lindley distribution and its application

Cited in

(12)

• The Poisson-modified Lindley distribution
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• A new model for over-dispersed count data: Poisson quasi-Lindley regression model
• A new count model generated from mixed Poisson transmuted exponential family with an application to health care data
• Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications
• An one-parameter compounding discrete distribution
• New exponential dispersion models for count data: the ABM and LM classes
• Genetic algorithm approach with an adaptive search space based on EM algorithm in two-component mixture Weibull parameter estimation
• Gamma mixture density networks and their application to modelling insurance claim amounts
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Negative binomial-Lindley distribution and its application
• Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

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Uses Software

• GA

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