A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
type: Item
instance of: scholarly article
title: A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
zbMATH Open document ID: 1254.91264
author: Lluís Bermúdez
author: Dimitris Karlis
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/106474
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6119799
zbMATH Keywords: zero-inflation
zbMATH Keywords: overdispersion
zbMATH Keywords: EM algorithm
zbMATH Keywords: automobile insurance
zbMATH Keywords: A priori ratemaking
describes a project that uses: flexmix
MaRDI profile type: Publication
OpenAlex ID: W1965634459
cites work: A priori ratemaking using bivariate Poisson regression models
cites work: Bayesian multivariate Poisson models for insurance ratemaking
cites work: Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
cites work: On the link between credibility and frequency premium
cites work: Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
cites work: Risk Classification for Claim Counts
cites work: A multivariate Poisson mixture model for marketing applications
cites work: Actuarial Modelling of Claim Counts
cites work: On estimation and influence diagnostics for zero-inflated negative binomial regression models
cites work: Fitting finite mixtures of generalized linear regressions in \textsf{R}
cites work: Generalized bivariate count data regression models
cites work: Q3127236
cites work: Finite mixtures of multivariate Poisson distributions with application
cites work: On the compounded bivariate Poisson distribution: A unified treatment
cites work: Q3134468
cites work: Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
cites work: Q4694504
cites work: Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
cites work: Regression in a copula model for bivariate count data
cites work: Allowance for the Age of Claims in Bonus-Malus Systems
cites work: On the Multivariate Poisson Normal Distribution
cites work: A bivariate zero-inflated negative binomial regression model for count data with excess zeros
DOI: 10.1016/J.CSDA.2012.05.016
Recommended article: Bayesian multivariate Poisson models for insurance ratemaking
Recommended article: Finite mixtures of censored Poisson regression models
Recommended article: The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
Recommended article: Finite mixtures of multivariate Poisson distributions with application
Recommended article: Copula-based bivariate finite mixture regression models with an application for insurance claim count data
Recommended article: A posteriori ratemaking using bivariate Poisson models
Recommended article: On the estimation of mixtures of Poisson regression models with large number of components
Recommended article: Bivariate regression models based on compound Poisson distribution
Recommended article: Q4416505
Recommended article: Bivariate Mixed Poisson Regression Models with Varying Dispersion
description: scientific article; zbMATH DE number 6119799