When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have...

The importance of the Poisson distribution among the discrete distributions has led to the development of several hypothesis tests, for testing whether data come from a Poisson distribution against a variety of alternative distributions. An extended simulation comparison is presented concerning...

The method of moments (MM) has been widely used for parametric estimation, as it is often computationally simple. Our interest focuses on the case of finite Poisson mixtures. The inefficiency of the method of moments relative to the Maximum Likelihood (ML) method is studied. Both the asymptotic...

Integer valued time series are useful models for describing dependence structures over time for count data for which classical time series models are inappropriate. Such models have been used for a variety of applications. Difficulties arise in attempting to estimate the parameters via maximum...

In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives....