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

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<title>Modelling zero-inflated count data with a special case of the generalised poisson distribution</title>
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<namePart>Calderín-Ojeda, Enrique</namePart>
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<namePart>Barranco Chamorro, Inmaculada</namePart>
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<namePart>Gómez Déniz, Emilio</namePart>
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<abstract displayLabel="Summary">A 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.</abstract>
<note type="statement of responsibility">Enrique Calderín-Ojeda, Emilio Gómez Déniz,  Inmaculada Barranco Chamorro</note>
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<topic>Modelos actuariales</topic>
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<topic>Matemática del seguro</topic>
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<topic>Distribuciones de probabilidad</topic>
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<topic>Distribución Poisson-Beta</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>02/09/2019 Volumen 49 Número 3 - septiembre 2019 , p. 689-707</text>
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