Compound model for two dependent kinds of claim
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Publication:1892982
DOI10.1016/0167-6687(94)90796-XzbMath0820.62090OpenAlexW2060937946MaRDI QIDQ1892982
Publication date: 14 September 1995
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)90796-x
conditional independencebivariate Poisson distributionbivariate mixed-Poisson distributionscompound class of policiesPoisson-gamma distributionPoisson-inverse Gaussian distribution
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Related Items (7)
Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data ⋮ Ruin probabilities for time-correlated claims in the compound binomial model. ⋮ On modeling claim frequency data in general insurance with extra zeros ⋮ Poisson approximation of multivariate Poisson mixtures ⋮ A priori ratemaking using bivariate Poisson regression models ⋮ Testing homogeneity in a multivariate mixture model ⋮ Recovery process model for two companies
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- On compounded bivariate poisson distributions
- Goodness of fit tests for discrete distributions
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- Comparisons Among Estimators of a Scale Parameter of the Beta-Stacy Distribution
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