Risk classification for claim counts : a comparative analysis of various zero-inflated mixed poisson and hurdle models
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Tag | 1 | 2 | Value |
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LDR | 00000nab a2200000 i 4500 | ||
001 | MAP20071509050 | ||
003 | MAP | ||
005 | 20080418130217.0 | ||
008 | 071205e20071001usa|||| | |00010|eng d | ||
040 | $aMAP$bspa | ||
084 | $a6 | ||
100 | 1 | $0MAPA20080297572$aBoucher, Jean-Philippe | |
245 | 1 | 0 | $aRisk classification for claim counts$b: a comparative analysis of various zero-inflated mixed poisson and hurdle models$cJean-Philippe Boucher, Michel Denuit and Montserrat Guillén |
520 | 8 | $aThis paper presents and compares different risk classification models for the annual number of claims reported to the insurer. Generalized heterogeneous, zero-inflated, hurdle, and compound frequency models are applied to a sample of an automobile portfolio of a major company operating in Spain. A statistical comparison between models is performed with the help of various specification tests | |
650 | 0 | 1 | $0MAPA20080613327$aClasificación de riesgos |
650 | 1 | 1 | $0MAPA20080602659$aModelos econométricos |
650 | 1 | $0MAPA20080618919$aAnálisis de siniestralidad | |
650 | 1 | $0MAPA20080602642$aModelos de simulación | |
650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
650 | 1 | $0MAPA20080571566$aCasos prácticos | |
650 | 1 | $0MAPA20080540913$aEspaña | |
700 | 1 | $0MAPA20080096434$aDenuit, Michel | |
700 | 1 | $0MAPA20080244637$aGuillén, Montserrat | |
710 | 2 | $0MAPA20080441173$aMorrison, Philip | |
773 | 0 | $dSchaumburg, Illinois$gVolume 11, number 4, October 2007; p. 110-131$tNorth American Actuarial Journal Society of Actuaries |