The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking
George Tzougas, Alice Pignatelli di Cerchiara
| Year of publication: |
2021
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|---|---|
| Authors: | Tzougas, George ; Di Cerchiara, Alice Pignatelli |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 602-625
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| Subject: | A posteriori ratemaking | Bodily injury and property damage MTPL claim counts | EM algorithm | Multivariate mixed Negative Binomial regression model | Nonlife insurance | Regressionsanalyse | Regression analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793955