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Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling

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  1. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
  2. Pierre-Olivier Goffard & Patrick Laub, 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Post-Print hal-02891046, HAL.
  3. Hiroyasu Abe & Hiroshi Yadohisa, 2019. "Orthogonal nonnegative matrix tri-factorization based on Tweedie distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 825-853, December.
  4. Bao, Jingyuan & Durango-Cohen, Elizabeth J. & Levontin, Liat & Durango-Cohen, Pablo L., 2022. "Analysis of factors influencing recurring donations in a university setting: A compound poisson mixture regression model," Journal of Business Research, Elsevier, vol. 151(C), pages 489-503.
  5. Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
  6. Hao, Siyuan, 2023. "Modeling hospitalization medical expenditure of the elderly in China," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 450-461.
  7. Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," LIDAM Discussion Papers ISBA 2013045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  8. Giampiero Marra & Matteo Fasiolo & Rosalba Radice & Rainer Winkelmann, 2023. "A flexible copula regression model with Bernoulli and Tweedie margins for estimating the effect of spending on mental health," Health Economics, John Wiley & Sons, Ltd., vol. 32(6), pages 1305-1322, June.
  9. Goffard, Pierre-Olivier & Laub, Patrick J., 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 350-371.
  10. Taylor, Greg, 2019. "A Cape Cod model for the exponential dispersion family," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 126-137.
  11. Peng Shi & Glenn M. Fung & Daniel Dickinson, 2022. "Assessing hail risk for property insurers with a dependent marked point process," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 302-328, January.
  12. Christopher Gaffney & Adi Ben-Israel, 2016. "A simple insurance model: optimal coverage and deductible," Annals of Operations Research, Springer, vol. 237(1), pages 263-279, February.
  13. Christopher Gaffney & Adi Ben-Israel, 2016. "A simple insurance model: optimal coverage and deductible," Annals of Operations Research, Springer, vol. 237(1), pages 263-279, February.
  14. Johann Cuenin & Bent Jørgensen & Célestin C. Kokonendji, 2016. "Simulations of full multivariate Tweedie with flexible dependence structure," Computational Statistics, Springer, vol. 31(4), pages 1477-1492, December.
  15. Bortoluzzo, Adriana B. & Claro, Danny P. & Caetano, Marco Antonio L. & Artes, Rinaldo, 2009. "Estimating Claim Size and Probability in the Auto-insurance Industry: the Zero-adjusted Inverse Gaussian (ZAIG) Distribution," Insper Working Papers wpe_175, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  16. Claro, Danny P., 2009. "Estimating claim size and probability in the auto-insurance industry: the zeroadjusted Inverse Gaussian (ZAIG) distribution," Insper Working Papers wpe_159, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  17. Gu, Liyi & Ryzhov, Ilya O. & Eftekhar, Mahyar, 2021. "The facts on the ground: Evaluating humanitarian fleet management policies using simulation," European Journal of Operational Research, Elsevier, vol. 293(2), pages 681-702.
  18. Gao, Guangyuan, 2024. "Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 114(C), pages 29-42.
  19. Tingting Chen & Anthony Francis Desmond & Peter Adamic, 2023. "Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
  20. Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2015. "A multivariate Tweedie lifetime model: Censoring and truncation," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 203-213.
  21. Zifeng Zhao & Peng Shi & Xiaoping Feng, 2021. "Knowledge Learning of Insurance Risks Using Dependence Models," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1177-1196, July.
  22. Tiago R. Pellegrini & M. Tariqul Hasan & Renjun Ma, 2017. "Modeling of paired zero-inflated continuous data without breaking down paired designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2427-2443, October.
  23. Shaul K. Bar-Lev & Ad Ridder, 2019. "Monte Carlo Methods for Insurance Risk Computation," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-54, November.
  24. Marin-Galiano, Marcos & Christmann, Andreas, 2004. "Insurance: an R-Program to Model Insurance Data," Technical Reports 2004,49, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  25. Furman, Edward & Kuznetsov, Alexey & Zitikis, Ričardas, 2018. "Weighted risk capital allocations in the presence of systematic risk," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 75-81.
  26. Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Model uncertainty in claims reserving within Tweedie's compound Poisson models," Papers 0904.1483, arXiv.org.
  27. Ronald Richman & Mario V. Wüthrich, 2020. "Nagging Predictors," Risks, MDPI, vol. 8(3), pages 1-26, August.
  28. Shushi, Tomer & Yao, Jing, 2020. "Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 178-186.
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