Search
Documentation Center

On the rBell family of distributions with actuarial applications
Recurso electrónico / Electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20220003070
003  MAP
005  20220131172026.0
008  220131e20220103esp|||p |0|||b|spa d
040  ‎$a‎​MAP‎$b‎​spa‎$d‎​MAP
084  ‎$a‎​6
1001 ‎$0‎​MAPA20220000970‎$a‎​Bhati, Deepesh ‌
24510‎$a‎​On the rBell family of distributions with actuarial applications‎$c‎​Deepesh Bhati, Enrique Calderín-Ojeda
520  ‎$a‎​In this paper, a new three-parameter discrete family of distributions, the family, is introduced. The family is based on series expansion of the r-Bell polynomials. The proposed model generalises the classical Poisson and the recently proposed Bell and BellTouchard distributions. It exhibits interesting stochastic properties. Its probabilities can be computed by a recursive formula that allows us to calculate the probability function of the amount of aggregate claims in the collective risk model in terms of an integral equation. Univariate and bivariate regression models are presented. The former regression model is used to explain the number of out-of-use claims in an automobile insurance portfolio, by showing a good out-of-sample performance. The latter is used to describe the number of out-of-use and parking claims jointly. This family provides an alternative to other traditionally used distributions to describe count data such as the negative binomial and Poisson-inverse Gaussian models.
650 4‎$0‎​MAPA20080579258‎$a‎​Cálculo actuarial ‌
650 4‎$0‎​MAPA20080586447‎$a‎​Modelo estocástico ‌
650 4‎$0‎​MAPA20080603779‎$a‎​Seguro de automóviles ‌
7001 ‎$0‎​MAPA20110012229‎$a‎​Calderín-Ojeda, Enrique ‌
7730 ‎$w‎​MAP20077000420‎$g‎​03/01/2022 Volumen 52 Número 1 - enero 2022 , p. 185-210‎$x‎​0515-0361‎$t‎​Astin bulletin‎$d‎​Belgium : ASTIN and AFIR Sections of the International Actuarial Association