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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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      <subfield code="a">Boucher, Jean-Philippe</subfield>
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      <subfield code="a">Risk classification for claim counts</subfield>
      <subfield code="b">: a comparative analysis of various zero-inflated mixed poisson and hurdle models</subfield>
      <subfield code="c">Jean-Philippe Boucher, Michel Denuit and Montserrat Guillén</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="g">Volume 11, number 4, October 2007; p. 110-131</subfield>
      <subfield code="t">North American Actuarial Journal Society of Actuaries</subfield>
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