Making Tweedie's compound Poisson model more accessible

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20220007214</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20220301093353.0</controlfield>
    <controlfield tag="008">220301e20210607esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20100063033</subfield>
      <subfield code="a">Delong, Lukasz</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Making Tweedie's compound Poisson model more accessible</subfield>
      <subfield code="c">Lukasz Delong, Mathias Lindholm, Mario V. Wüthrich</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">The 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.

</subfield>
    </datafield>
    <datafield tag="540" ind1=" " ind2=" ">
      <subfield code="a">La copia digital se distribuye bajo licencia "Attribution 4.0 International (CC BY 4.0)"</subfield>
      <subfield code="u">https://creativecommons.org/licenses/by/4.0</subfield>
      <subfield code="9">43</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20190011365</subfield>
      <subfield code="a">Modelo Tweedie</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20090041721</subfield>
      <subfield code="a">Distribución Poisson-Beta</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="700" ind1=" " ind2=" ">
      <subfield code="0">MAPA20200014140</subfield>
      <subfield code="a">Lindholm, Mathias </subfield>
    </datafield>
    <datafield tag="700" ind1=" " ind2=" ">
      <subfield code="0">MAPA20100046395</subfield>
      <subfield code="a">Wüthrich, Mario V.</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20220007085</subfield>
      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
      <subfield code="g">07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 185-226</subfield>
    </datafield>
    <datafield tag="856" ind1=" " ind2=" ">
      <subfield code="q">application/pdf</subfield>
      <subfield code="w">1114379</subfield>
      <subfield code="y">Recurso electrónico / Electronic resource</subfield>
    </datafield>
  </record>
</collection>