Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling

We reconsider the problem of producing fair and accurate tariffs based on aggregated insurance data giving numbers of claims and total costs for the claims. Jorgensen and de Souza (Scand. Actuarial J., 1994) assumed Poisson arrival of claims and gamma distributed costs for individual claims. Jorgensen and de Souza (1994) directly modelled the risk or expected cost of claims per insured unit, p say...

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Year of publication:	2002-05-01
Authors:	Smyth, Gordon K. ; Jorgensen, Bent
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 143-157
Subject:	Risikotheorie \| Schadensstatistik \| Claims data \| Kraftfahrtversicherung \| Automobile Insurance

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Extent:	776192 bytes 15 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847075