In automobile insurance, it is common to adopt a Poisson regression model to predict the number of claims as part of the actuarial pricing process. The Poisson assumption can rarely be justified, often due to overdispersion, and alternative modeling is often considered, typically zero-inflated...

This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class of Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce flexible skewness and kurtosis features...