Joint modelling of the total amount and the number of claims by conditionals
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Publication:2518553
DOI10.1016/j.insmatheco.2008.09.002zbMath1152.91602OpenAlexW2063782916MaRDI QIDQ2518553
José María Sarabia, Montserrat Guillen
Publication date: 16 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.09.002
hierarchical modelconditionally specified distributionsTweedie's distributionclassical collective model
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Risk aggregation in multivariate dependent Pareto distributions ⋮ Unconditional distributions obtained from conditional specification models with applications in risk theory ⋮ Conditional specification of statistical models: classical models, new developments and challenges ⋮ Compound sum distributions with dependence
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- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
- General conditional specification models
- Some Bivariate Probability Models Applicable to Traffic Accidents and Fatalities
- Hierarchical Insurance Claims Modeling
- Regression and Correlation in a Bivariate Distribution with Different Marginal Densities
- Some Characterizations of the Exponential Distribution by Geometric Compounding
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