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

DOI10.1016/j.insmatheco.2023.10.002OpenAlexW4388767054MaRDI QIDQ6152704

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 algorithmexponential dispersion familygeneralized linear modelTweedie distributionTweedie's compound Poisson model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Making Tweedie's compound Poisson model more accessible
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
• Non-Life Insurance Pricing with Generalized Linear Models
• 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

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