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On The Bivariate Generalized Poisson Distribution

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  • Vernic, Raluca

Abstract

This paper deals with the bivariate generalized Poisson distribution. The distribution is fitted to the aggregate amount of claims for a compound class of policies submitted to claims of two kinds whose yearly frequencies are a priori dependent. A comparative study with the bivariate Poisson distribution and with two bivariate mixed Poisson distributions has been carried out, based on data concerning natural events insurance in the USA and third party liability automobile insurance in France.

Suggested Citation

  • Vernic, Raluca, 1997. "On The Bivariate Generalized Poisson Distribution," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 23-32, May.
    • Handle: RePEc:cup:astinb:v:27:y:1997:i:01:p:23-32_01
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    Cited by:

    1. Purhadi & Sutikno & Sarni Maniar Berliana & Dewi Indra Setiawan, 2021. "Geographically weighted bivariate generalized Poisson regression: application to infant and maternal mortality data," Letters in Spatial and Resource Sciences, Springer, vol. 14(1), pages 79-99, April.
    2. Furman, Edward & Landsman, Zinoviy, 2010. "Multivariate Tweedie distributions and some related capital-at-risk analyses," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 351-361, April.
    3. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2021. "Goodness–of–Fit Tests for Bivariate Time Series of Counts," Econometrics, MDPI, vol. 9(1), pages 1-20, March.
    4. Anastasiadis, Simon & Chukova, Stefanka, 2012. "Multivariate insurance models: An overview," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 222-227.
    5. Bermúdez i Morata, Lluís, 2009. "A priori ratemaking using bivariate Poisson regression models," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 135-141, February.
    6. Jianxi Su & Edward Furman, 2016. "A form of multivariate Pareto distribution with applications to financial risk measurement," Papers 1607.04737, arXiv.org.
    7. Karlis, Dimitris & Ntzoufras, Ioannis, 2005. "Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i10).
    8. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
    9. repec:jss:jstsof:14:i10 is not listed on IDEAS
    10. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.
    11. Asimit, Alexandru V. & Furman, Edward & Vernic, Raluca, 2010. "On a multivariate Pareto distribution," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 308-316, April.

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