Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
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 | Kfz-Versicherung | Automobile insurance | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
-
On the rBell family of distributions with actuarial applications
Bhati, Deepesh, (2022)
-
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat, (2021)
-
Data analytics for non-life insurance pricing
Wüthrich, Mario V., (2017)
- More ...
-
Forecasting online auctions via self-exciting point processes
Chan, Ngai Hang, (2014)
-
LASSO estimation of threshold autoregressive models
Chan, Ngai Hang, (2015)
-
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang, (2017)
- More ...