The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
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Publication:2665879
DOI10.1016/j.insmatheco.2021.10.001zbMath1475.91319OpenAlexW3210618587MaRDI QIDQ2665879
Alice Pignatelli di Cerchiara, G. Tzougas
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.10.001
EM algorithma posteriori ratemakingnonlife insurancebodily injury and property damage MTPL claim countsmultivariate mixed negative binomial regression model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Uses Software
Cites Work
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