Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models

DOI10.1007/S11222-012-9343-7MaRDI QIDQ746345zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

maximum likelihood estimationmixed modelsLaplace approximationMonte Carlo EMextended quasi-likelihoodpenalized quasi-likelihoodadaptive Gauss-Hermite quadratureTweedie compound Poisson distribution

Mathematics Subject Classification ID

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
• Bayesian analysis of big data in insurance predictive modeling using distributed computing
• Comparisons of zero-augmented continuous regression models from a Bayesian perspective
• 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
• cplm
• 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
• Jointly modeling of sleep variables that are objectively measured by wrist actigraphy
• Differential expression of single-cell RNA-seq data using Tweedie models
• Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
• A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
• 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
• Multilevel modeling of insurance claims using copulas
• On copula-based collective risk models: from elliptical copulas to vine 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

Describes a project that uses

Uses Software

• BayesDA
• lme4

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