Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm

DOI10.1016/J.INSMATHECO.2023.10.002MaRDI QIDQ6152704zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

EM algorithmgeneralized linear modelexponential dispersion familyTweedie distributionTweedie's compound Poisson model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 2111709 (Why is no real title available?)
• An extended quasi-likelihood function
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Fitting Tweedie's compound poisson model to insurance claims data
• Making Tweedie's compound Poisson model more accessible
• Non-life insurance pricing with generalized linear models
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination

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