Fitting Tweedie's compound poisson model to insurance claims data

DOI10.1080/03461238.1994.10413930zbMath0802.62089OpenAlexW1975418807MaRDI QIDQ4311654

Marta C. Paes de Souza, Bent Jørgensen

Publication date: 12 December 1994

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1994.10413930

zbMATH Keywords

likelihood ratio test maximum likelihood regression models shape parameter car insurance risk theory number of claims dispersion parameter orthogonal parameters exponential dispersion model gamma distributed claim sizes GLIM 4 program mean claim rate Poisson process of claims tarification total claim Tweedie compound Poisson process Tweedie model

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

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