Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
DOI10.1007/S11222-012-9343-7zbMATH Open1322.62198OpenAlexW2147574125MaRDI QIDQ746345FDOQ746345
Authors: Yanwei Zhang 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9343-7
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- Publication:3484179
maximum likelihood estimationmixed modelsLaplace approximationMonte Carlo EMextended quasi-likelihoodpenalized quasi-likelihoodadaptive Gauss-Hermite quadratureTweedie compound Poisson distribution
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)
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Cited In (25)
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making
- Comparisons of zero-augmented continuous regression models from a Bayesian perspective
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- The use of the Tweedie distribution in statistical modelling
- Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
- The facts on the ground: evaluating humanitarian fleet management policies using simulation
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- A non-negative matrix factorization model based on the zero-inflated Tweedie distribution
- Approximate Bayesian computations to fit and compare insurance loss models
- Automatic relevance determination in nonnegative matrix factorization based on a zero-inflated compound Poisson-gamma distribution
- cplm
- Jointly modeling of sleep variables that are objectively measured by wrist actigraphy
- Differential expression of single-cell RNA-seq data using Tweedie models
- A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
- Bayesian hierarchical modelling of continuous non-negative longitudinal data with a spike at zero: an application to a study of birds visiting gardens in winter
- Tweedie gradient boosting for extremely unbalanced zero-inflated data
- Flexible Tweedie regression models for continuous data
- On copula-based collective risk models: from elliptical copulas to vine copulas
- Multilevel modeling of insurance claims using copulas
- Bayesian estimation and influence analysis of Tweedie's compound Poisson model
- Pair copula constructions for insurance experience rating
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
- Modeling malicious hacking data breach risks
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