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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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<rdf:Description>
<dc:creator>Boucher, Jean-Philippe</dc:creator>
<dc:creator>Denuit, Michel</dc:creator>
<dc:creator>Guillén, Montserrat</dc:creator>
<dc:creator>Morrison, Philip</dc:creator>
<dc:date>2007-10-01</dc:date>
<dc:description xml:lang="es">This 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/60934.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Clasificación de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelos econométricos</dc:subject>
<dc:subject xml:lang="es">Análisis de siniestralidad</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Casos prácticos</dc:subject>
<dc:subject xml:lang="es">España</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Risk classification for claim counts : a comparative analysis of various zero-inflated mixed poisson and hurdle models</dc:title>
<dc:relation xml:lang="es">En: North American Actuarial Journal Society of Actuaries. - Schaumburg, Illinois. - Volume 11, number 4, October 2007; p. 110-131</dc:relation>
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