Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
Kun Chen, Rui Huang, Ngai Hang Chan, Chun Yip Yau
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Kun ; Huang, Rui ; Chan, Ngai Hang ; Yau, Chun Yip |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 8-18
|
| Subject: | ADMM algorithm | Car insurance data | Concave pairwise fusion penalty | Heterogeneity | Subgroup analysis | Theorie | Theory | Regressionsanalyse | Regression analysis | Kfz-Versicherung | Automobile insurance | Generalisiertes lineares Modell | Generalized linear model | Nichtparametrisches Verfahren | Nonparametric statistics | Algorithmus | Algorithm |