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http://hdl.handle.net/2445/149148
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DC Field | Value | Language |
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dc.contributor.author | Bermúdez, Lluís | - |
dc.contributor.author | Karlis, Dimitris | - |
dc.contributor.author | Morillo, Isabel | - |
dc.date.accessioned | 2020-01-31T12:39:13Z | - |
dc.date.available | 2020-01-31T12:39:13Z | - |
dc.date.issued | 2020-01 | - |
dc.identifier.issn | 2227-9091 | - |
dc.identifier.uri | http://hdl.handle.net/2445/149148 | - |
dc.description.abstract | When modelling insurance claim count data, the actuary often observes overdispersion and an excess of zeros that may be caused by unobserved heterogeneity. A common approach to accounting for overdispersion is to consider models with some overdispersed distribution as opposed to Poisson models. Zero-inflated, hurdle and compound frequency models are typically applied to insurance data to account for such a feature of the data. However, a natural way to deal with unobserved heterogeneity is to consider mixtures of a simpler models. In this paper, we consider k-finite mixtures of some typical regression models. (...) | - |
dc.format.extent | 13 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | MDPI | - |
dc.relation.isformatof | Reproducció del document publicat a: https://doi.org/10.3390/risks8010010 | - |
dc.relation.ispartof | Risks , 2020, vol. 8, num. 1(10), p. 01-13 | - |
dc.relation.uri | https://doi.org/10.3390/risks8010010 | - |
dc.rights | cc-by (c) Bermúdez, Lluís et al., 2020 | - |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/es | - |
dc.source | Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial) | - |
dc.subject.classification | Anàlisi de regressió | - |
dc.subject.classification | Variables (Matemàtica) | - |
dc.subject.classification | Assegurances d'automòbils | - |
dc.subject.other | Regression analysis | - |
dc.subject.other | Variables (Mathematics) | - |
dc.subject.other | Automobile insurance | - |
dc.title | Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 695332 | - |
dc.date.updated | 2020-01-31T12:39:14Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial) |
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File | Description | Size | Format | |
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695332.pdf | 363.94 kB | Adobe PDF | View/Open |
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