Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm
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Publication:6152704
DOI10.1016/J.INSMATHECO.2023.10.002OpenAlexW4388767054MaRDI QIDQ6152704FDOQ6152704
Authors: Guangyuan Gao 
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.10.002
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Cites Work
- Title not available (Why is that?)
- An extended quasi-likelihood function
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Title not available (Why is that?)
- Non-life insurance pricing with generalized linear models
- Making Tweedie's compound Poisson model more accessible
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
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