A Nonhomogeneous Poisson Hidden Markov Model for Claim Counts

DOI10.2143/AST.42.1.2160740zbMath1277.62270OpenAlexW2256660114MaRDI QIDQ2866006

Yi Lu, Leilei Zeng

Publication date: 12 December 2013

Full work available at URL: https://EconPapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:01:p:181-202_00

zbMATH Keywords

seasonalityEM algorithmmaximum likelihood estimationnonhomogeneous Poisson processintensity functionhurricanes and tropical stormsPoisson hidden Markov model

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12) Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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