Zero-inflated and over-dispersed data models: Empirical evidence from insurance claim frequencies
نویسندگان
چکیده
منابع مشابه
a new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
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In this study, two-state Markov switching count data models are proposed as an alternative to zero-inflated models, in order to account for preponderance of zeros typically observed in accident frequency data. Similar to zero-inflated models, two-state Markov switching models assume an existence of two states of roadway safety. One of the states is a zero-accident state, which is safe. The othe...
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ژورنال
عنوان ژورنال: Assurances et gestion des risques
سال: 2018
ISSN: 2371-4913,1705-7299
DOI: 10.7202/1043358ar