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Modelling zero-inflated count data with a special case of the generalised poisson distribution

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20110012229‎$a‎Calderín-Ojeda, Enrique
24510‎$a‎Modelling zero-inflated count data with a special case of the generalised poisson distribution‎$c‎Enrique Calderín-Ojeda, Emilio Gómez Déniz, Inmaculada Barranco Chamorro
520  ‎$a‎A one-parameter version of the generalised Poisson distribution provided by Consul and Jain (1973) is considered in this paper. The distribution is unimodal with a zero vertex and over-dispersed. A generalised linear model related to this distribution is also presented. Its parameters can be estimated by using a Fisher-Scoring algorithm which is equivalent to iteratively reweighted least squares. Due to its flexibility and capacity to describe highly skewed data with an excessive number of zeros, the model is suitable to be applied in insurance settings as an alternative to the negative binomial and zero-inflated model.
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080625535‎$a‎Distribuciones de probabilidad
650 4‎$0‎MAPA20090041721‎$a‎Distribución Poisson-Beta
7001 ‎$0‎MAPA20190015165‎$a‎Barranco Chamorro, Inmaculada
7001 ‎$0‎MAPA20080660970‎$a‎Gómez Déniz, Emilio
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎02/09/2019 Volumen 49 Número 3 - septiembre 2019 , p. 689-707