Risk classification for claim counts : a comparative analysis of various zero-inflated mixed poisson and hurdle models

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<title>Risk classification for claim counts</title>
<subTitle>: a comparative analysis of various zero-inflated mixed poisson and hurdle models</subTitle>
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<namePart>Boucher, Jean-Philippe</namePart>
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<namePart>Denuit, Michel</namePart>
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<namePart>Guillén, Montserrat</namePart>
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<namePart>Morrison, Philip</namePart>
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<dateIssued encoding="marc">2007</dateIssued>
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<abstract>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</abstract>
<note type="statement of responsibility">Jean-Philippe Boucher, Michel Denuit and Montserrat Guillén</note>
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<topic>Clasificación de riesgos</topic>
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<topic>Modelos econométricos</topic>
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<topic>Análisis de siniestralidad</topic>
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<topic>Modelos de simulación</topic>
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<topic>Matemática del seguro</topic>
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<topic>Casos prácticos</topic>
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<topic>España</topic>
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<title>North American Actuarial Journal Society of Actuaries</title>
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<publisher>Schaumburg, Illinois</publisher>
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<text>Volume 11, number 4, October 2007; p. 110-131</text>
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