A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE

DOI10.1017/asb.2021.39zbMath1498.91373MaRDI QIDQ5866173

Xueyuan Wu, David H. Pitt, Peng-Cheng Zhang

Publication date: 13 June 2022

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

Full work available at URL: https://doi.org/10.1017/asb.2021.39

zbMATH Keywords

EM algorithm; hurdle model; automobile insurance; multivariate zero-inflation

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G05: Actuarial mathematics

Related Items

Robust claim frequency modeling through phase-type mixture-of-experts regression

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