The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking

G Tzougas, AP di Cerchiara - Insurance: Mathematics and Economics, 2021 - Elsevier
This paper is concerned with introducing a family of multivariate mixed Negative Binomial
regression models in the context of a posteriori ratemaking. The multivariate mixed Negative …

[PDF][PDF] The negative binomial-generalized exponential (NB-GE) distribution

S Aryuyuen, W Bodhisuwan - Applied Mathematical Sciences, 2013 - Citeseer
This paper introduced a new mixed distribution, namely the negative binomial-generalized
exponential (NB-GE) distribution, which it obtained by mixing the negative binomial (NB) …

[HTML][HTML] EM estimation for the Poisson-inverse gamma regression model with varying dispersion: an application to insurance ratemaking

G Tzougas - Risks, 2020 - mdpi.com
This article presents the Poisson-Inverse Gamma regression model with varying dispersion
for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that …

Discrete half-logistic distributions with applications in reliability and risk analysis

A Barbiero, A Hitaj - Annals of Operations Research, 2024 - Springer
In the statistical literature, several discrete distributions have been developed so far for
modeling non-negative integer-valued phenomena, yet there is still room for new counting …

A new discrete distribution with actuarial applications

E Gómez-Déniz, JM Sarabia… - Insurance: Mathematics …, 2011 - Elsevier
A new discrete distribution depending on two parameters, α< 1, α≠ 0 and 0< θ< 1, is
introduced in this paper. The new distribution is unimodal with a zero vertex and …

Modelling claim number using a new mixture model: negative binomial gamma distribution

Y Gençtürk, A Yiğiter - Journal of statistical computation and …, 2016 - Taylor & Francis
In actuarial applications, mixed Poisson distributions are widely used for modelling claim
counts as observed data on the number of claims often exhibit a variance noticeably …

[PDF][PDF] A survey on models for panel count data with applications to insurance

JP Boucher, M Guillén - RACSAM-Revista de la Real Academia de …, 2009 - Citeseer
In insurance the expected number of claims per year given the observed characteristics of
the covered risk is the basis for setting the price of a policy. Companies accumulate …

A posteriori risk classification and ratemaking with random effects in the mixture-of-experts model

SC Tseung, IW Chan, TC Fung, AL Badescu… - arxiv preprint arxiv …, 2022 - arxiv.org
A well-designed framework for risk classification and ratemaking in automobile insurance is
key to insurers' profitability and risk management, while also ensuring that policyholders are …

A multivariate discrete Poisson-Lindley distribution: Extensions and actuarial applications

E Gomez-Deniz, JM Sarabia… - ASTIN Bulletin: The …, 2012 - cambridge.org
This paper proposes multivariate versions of the continuous Lindley mixture of Poisson
distributions considered by Sankaran (1970). This new class of distributions can be used for …

The negative binomial-Sushila distribution with application in count data analysis

D Yamrubboon, W Bodhisuwan… - Thailand …, 2017 - ph02.tci-thaijo.org
In this paper, we introduce a negative binomial-Sushila distribution which is a new mixed
negative binomial distribution. The probability mass function (pmf) has been expressed as …