Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation

DOI10.1016/j.insmatheco.2007.08.003zbMath1152.91567OpenAlexW2020904153MaRDI QIDQ998289

Jean-Philippe Boucher, Michel M. Denuit

Publication date: 28 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.08.003

zbMATH Keywords

count datacredibilityquadratic losszero-inflated modelsexponential losshunger for bonusnumber of accidents

Mathematics Subject Classification ID

Related Items (13)

JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking ⋮ Modeling gap times between recurrent events by marginal rate function ⋮ Semiparametric model for recurrent event data with excess zeros and informative censoring ⋮ Credibility premium for rate-making systems ⋮ A maximum-entropy approach to the linear credibility formula ⋮ Semiparametric model for prediction of individual claim loss reserving ⋮ Applying copula models to individual claim loss reserving methods ⋮ A new approach to the credibility formula ⋮ Bayesian multivariate Poisson models for insurance ratemaking ⋮ A priori ratemaking using bivariate Poisson regression models ⋮ The Poisson random effect model for experience ratemaking: limitations and alternative solutions

Cites Work

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• Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
• On modeling claim frequency data in general insurance with extra zeros
• Actuarial Modelling of Claim Counts
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• Bonus-Malus scales using exponential loss functions
• Credibility in Favor of Unlucky Insureds
• Credibility Using a Loss Function from Spline Theory

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