Making Tweedie's compound Poisson model more accessible
Objetos digitales
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220007214 | ||
| 003 | MAP | ||
| 005 | 20220301093353.0 | ||
| 008 | 220301e20210607esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20100063033$aDelong, Lukasz | ||
| 245 | 1 | 0 | $aMaking Tweedie's compound Poisson model more accessible$cLukasz Delong, Mathias Lindholm, Mario V. Wüthrich |
| 520 | $aThe most commonly used regression model in general insurance pricing is the compound Poisson model with gamma claim sizes. There are two different parametrizations for this model: the Poisson-gamma parametrization and Tweedie's compound Poisson parametrization. Insurance industry typically prefers the Poisson-gamma parametrization. We review both parametrizations, provide new results that help to lower computational costs for Tweedie's compound Poisson parameter estimation within generalized linear models, and we provide evidence supporting the industry preference for the Poisson-gamma parametrization. | ||
| 540 | $aLa copia digital se distribuye bajo licencia "Attribution 4.0 International (CC BY 4.0)"$uhttps://creativecommons.org/licenses/by/4.0$943 | ||
| 650 | 4 | $0MAPA20190011365$aModelo Tweedie | |
| 650 | 4 | $0MAPA20090041721$aDistribución Poisson-Beta | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 700 | $0MAPA20200014140$aLindholm, Mathias | ||
| 700 | $0MAPA20100046395$aWüthrich, Mario V. | ||
| 773 | 0 | $wMAP20220007085$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022$g07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 185-226 | |
| 856 | $qapplication/pdf$w1114379$yRecurso electrónico / Electronic resource |