On maximum likelihood estimation for count data models

DOI10.1016/0167-6687(90)90014-5zbMATH Open0724.62103OpenAlexW1965369438MaRDI QIDQ758075FDOQ758075

Publication date: 1990

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90014-5

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hyper-Poisson infinite divisibility discrete distribution Necessary and sufficient conditions claim frequency models contagious count data models log-zero Poisson maximum likelihood equations moment estimator equation pseudo-compound Poisson representation

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

A Two-Parameter Family of Hyper-Poisson Distributions
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Infinite Divisibility of Integer-Valued Random Variables
Asymptotic properties of maximum likelihood estimates in the mixed Poisson model
Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
An elementary proof of the Adelson-Panjer recursion formula
On the probabilities of the log-zero-poisson distribution
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On species frequency models
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Recursive formulas for discrete distributions

Cited In (25)

Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
Maximum likelihood estimation for an observation driven model for Poisson counts
Title not available (Why is that?)
Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events
On parameter orthogonality to the mean
On mean scaled insurance risk models
Robust confidence bounds for the mean of some count data models
The concepts of pseudo compound Poisson and partition representations in discrete probability
On modeling claim frequency data in general insurance with extra zeros
The Bayesian restricted Conway-Maxwell-binomial model to control dispersion in count data
Characterizing Additively Closed Discrete Models by a Property of Their Maximum Likelihood Estimators, With an Application to Generalized Hermite Distributions
Reference priors for constrained rate models of count data
A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle
Model counting meets \(F_0\) estimation
Bivariate Hofmann distributions
M estimators based on the probability integral transformation with applications to count data
On quasi-infinitely divisible distributions
Correction note: ``On maximum likelihood estimation for count data models
Notes on discrete compound Poisson model with applications to risk theory
Ill-posed problems with counts, the composite link model and penalized likelihood
On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
Title not available (Why is that?)
On the Bell distribution and its associated regression model for count data
Pseudo Maximum Likelihood Methods: Applications to Poisson Models

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