Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
type: Item
instance of: scholarly article
title: Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
zbMATH Open document ID: 1094.91514
DOI: 10.2143/AST.32.1.1020
author: Gordon K. Smyth
author: Bent Jørgensen
published in: ASTIN Bulletin
publication date: 2005-03-30T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 2149120
zbMATH Keywords: car insurance
zbMATH Keywords: claims data
zbMATH Keywords: compound Poisson model
zbMATH Keywords: exposure
zbMATH Keywords: generalized linear models
zbMATH Keywords: dispersion modelling
zbMATH Keywords: double generalized linear models
zbMATH Keywords: power variance function
zbMATH Keywords: REML
zbMATH Keywords: risk theory
zbMATH Keywords: tarification
MaRDI profile type: Publication
cites work: Q4825514
cites work: Generalized linear models for the analysis of quality-improvement experiments
cites work: Q4230625
cites work: An extended quasi-likelihood function
full work available at URL: ast.32.1.1020
OpenAlex ID: W2168703246
description: scientific article; zbMATH DE number 2149120