Models of Count with Endogenous Choices

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

Should all choices count

Should we give equal weight to all responses in a choice experiment? Previous Choice Modelling papers have considered the issue of the internal consistency of choices – such as the extent to which strictly-dominated options are chosen. In this paper, a different focus is employed, namely the extent to which people choose options which violate their stated upper or lower limits for the acceptabl...

A Bayesian Analysis of Endogenous Switching Models for Count Data

Department of Quantitative Social Science Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation

In this paper we propose a method to estimate models in which an endogenous dichotomous treatment affects a count outcome in the presence of either sample selection or endogenous participation using maximum simulated likelihood. We allow for the treatment to have an effect on both the sample selection or the participation rule and the main outcome. Applications of this model are frequent in man...

Properties of estimators of count data model with endogenous switching

We examine properties of estimators of count data model with endogenous switching. The estimation of the count data model that accommodates endogenous switching can be accomplished by Full Information Maximum Likelihood (FIML). However, FIML estimation requires fully and correctly specified model and is computationally burdensome. Alternative estimation methods do not require fully specified mo...