Centro de Documentacion de Fundación MAPFRE - Risk classification for claim counts : a comparative analysis of various zero-inflated mixed poisson and hurdle models

Notas: 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 testsRegistros relacionados: En: North American Actuarial Journal Society of Actuaries. - Schaumburg, Illinois. - Volume 11, number 4, October 2007; p. 110-131Materia / lugar / evento: Clasificación de riesgos Modelos econométricos Análisis de siniestralidad Modelos de simulación Matemática del seguro Casos prácticos España Otros autores: Denuit, Michel
Guillén, Montserrat
Morrison, Philip
Outras classificações: 6