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Risk classification for claim counts : a comparative analysis of various zero-inflated mixed poisson and hurdle models

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Tag12Valor
LDR  00000nab a2200000 i 4500
001  MAP20071509050
003  MAP
005  20080418130217.0
008  071205e20071001usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080297572‎$a‎Boucher, Jean-Philippe
24510‎$a‎Risk classification for claim counts‎$b‎: a comparative analysis of various zero-inflated mixed poisson and hurdle models‎$c‎Jean-Philippe Boucher, Michel Denuit and Montserrat Guillén
5208 ‎$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
65001‎$0‎MAPA20080613327‎$a‎Clasificación de riesgos
65011‎$0‎MAPA20080602659‎$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
7001 ‎$0‎MAPA20080096434‎$a‎Denuit, Michel
7001 ‎$0‎MAPA20080244637‎$a‎Guillén, Montserrat
7102 ‎$0‎MAPA20080441173‎$a‎Morrison, Philip
7730 ‎$d‎Schaumburg, Illinois‎$g‎Volume 11, number 4, October 2007; p. 110-131‎$t‎North American Actuarial Journal Society of Actuaries