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  • Search: subject:"Poisson mixture model"
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Theorie 2 Theory 2 Actuarial mathematics 1 Automobile insurance 1 Forecasting model 1 Haftpflichtversicherung 1 Insurance premium 1 Kfz-Versicherung 1 Liability insurance 1 Multivariate Analyse 1 Multivariate Poisson mixture model 1 Multivariate analysis 1 Poisson mixture model 1 Poisson-Gamma 1 Poisson-LogNormal 1 Probability theory 1 Prognoseverfahren 1 ROC curve 1 Regression analysis 1 Regressionsanalyse 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Versicherungsbeitrag 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1 a posteriori risk revaluation 1 experience rating auto insurance premium 1 lasso regression 1 negative binomial 1 usage-based insurance pricing 1
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CC license 1 Free 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Chan, Jennifer S. K. 1 Denuit, Michel 1 Dong, Alice X. D. 1 Makov, Udi E. 1 Pechon, Florian 1 Trufin, Julien 1 Usman, Farha 1 Wang, Yang 1
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Astin bulletin : the journal of the International Actuarial Association 1 Risks : open access journal 1
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ECONIS (ZBW) 2
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Claim prediction and premium pricing for telematics auto insurance data using poisson regression with lasso regularisation
Usman, Farha; Chan, Jennifer S. K.; Makov, Udi E.; … - In: Risks : open access journal 12 (2024) 9, pp. 1-33
-stage Poisson model, the Poisson mixture model, and the Zero-Inflated Poisson model to analyse the telematics data. These models are … net. Our empirical findings demonstrate that the Poisson mixture model with the adaptive lasso regularisation outperforms …
Persistent link: https://www.econbiz.de/10015065977
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Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
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