Multivariate zero-inflated INAR(1) model with an application in automobile insurance
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- Chai Fung, Tsz & Badescu, Andrei L. & Sheldon Lin, X., 2019. "A Class Of Mixture Of Experts Models For General Insurance: Application To Correlated Claim Frequencies," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 647-688, September.
- Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen, 2009. "Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 821-846, December.
- Bermúdez, Lluís & Guillén, Montserrat & Karlis, Dimitris, 2018. "Allowing for time and cross dependence assumptions between claim counts in ratemaking models," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 161-169.
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JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-10-21 (Econometrics)
- NEP-RMG-2024-10-21 (Risk Management)
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