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Making Tweedie's compound Poisson model more accessible

Making Tweedie's compound Poisson model more accessible
Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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
24510‎$a‎Making Tweedie's compound Poisson model more accessible‎$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.
7730 ‎$w‎MAP20220007085‎$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