Boucher, Jean-Philippe; Denuit, Michel - In: Insurance: Mathematics and Economics 42 (2008) 2, pp. 727-735
The purpose of this paper is to explore and compare the credibility premiums in generalized zero-inflated count models for panel data. Predictive premiums based on quadratic loss and exponential loss are derived. It is shown that the credibility premiums of the zero-inflated model allow for more...