On maximum likelihood estimation for count data models

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)

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Cites work

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

Cited in

(25)

Robust confidence bounds for the mean of some count data models
Correction note: ``On maximum likelihood estimation for count data models
Notes on discrete compound Poisson model with applications to risk theory
Characterizing Additively Closed Discrete Models by a Property of Their Maximum Likelihood Estimators, With an Application to Generalized Hermite Distributions
The concepts of pseudo compound Poisson and partition representations in discrete probability
Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events
scientific article; zbMATH DE number 1057977 (Why is no real title available?)
On the Bell distribution and its associated regression model for count data
Model counting meets \(F_0\) estimation
Maximum likelihood estimation for an observation driven model for Poisson counts
A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle
Ill-posed problems with counts, the composite link model and penalized likelihood
On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
On modeling claim frequency data in general insurance with extra zeros
scientific article; zbMATH DE number 912375 (Why is no real title available?)
Bivariate Hofmann distributions
M estimators based on the probability integral transformation with applications to count data
Reference priors for constrained rate models of count data
On quasi-infinitely divisible distributions
Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
Pseudo Maximum Likelihood Methods: Applications to Poisson Models
On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
The Bayesian restricted Conway-Maxwell-binomial model to control dispersion in count data
On mean scaled insurance risk models
On parameter orthogonality to the mean

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