Compound Poisson Model with Covariates

DOI10.1080/10920277.2006.10597423zbMath1480.91235OpenAlexW1905468391MaRDI QIDQ5018747

Xikui Wang, Kevin J. Shand, Jeffrey S. Pai

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597423

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

Cites Work

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• Estimating the dimension of a model
• Regression Methods for Poisson Process Data
• Analysis of Survival Data under the Proportional Hazards Model
• Maximum likelihood identification of Gaussian autoregressive moving average models
• The Efficiency of Cox's Likelihood Function for Censored Data

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