A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking

DOI10.1016/j.csda.2012.05.016zbMath1254.91264OpenAlexW1965634459MaRDI QIDQ1927179

Dimitris Karlis, Lluís Bermúdez

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/106474

zbMATH Keywords

EM algorithmoverdispersionzero-inflationautomobile insuranceA priori ratemaking

Mathematics Subject Classification ID

Related Items (17)

Allowing for time and cross dependence assumptions between claim counts in ratemaking models ⋮ Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data ⋮ Clustering bivariate mixed-type data via the cluster-weighted model ⋮ A posteriori ratemaking using bivariate Poisson models ⋮ Gamma mixture density networks and their application to modelling insurance claim amounts ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ Copula-based bivariate finite mixture regression models with an application for insurance claim count data ⋮ From grouped to de-grouped data: a new approach in distribution fitting for grouped data ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ Hierarchical generalized linear models, correlation and a posteriori ratemaking ⋮ Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models ⋮ Censored count data regression with missing censoring information ⋮ Bivariate Poisson models with varying offsets: an application to the paired mitochondrial DNA dataset ⋮ Multivariate modelling of multiple guarantees in motor insurance of a household ⋮ A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company

Uses Software

• flexmix

Cites Work

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