IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v36y2005i2p153-163.html
   My bibliography  Save this article

On modeling claim frequency data in general insurance with extra zeros

Author

Listed:
  • Yip, Karen C.H.
  • Yau, Kelvin K.W.

Abstract

No abstract is available for this item.

Suggested Citation

  • Yip, Karen C.H. & Yau, Kelvin K.W., 2005. "On modeling claim frequency data in general insurance with extra zeros," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 153-163, April.
  • Handle: RePEc:eee:insuma:v:36:y:2005:i:2:p:153-163
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(04)00130-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dalrymple, M. L. & Hudson, I. L. & Ford, R. P. K., 2003. "Finite Mixture, Zero-inflated Poisson and Hurdle models with application to SIDS," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 491-504, January.
    2. Partrat, Christian, 1994. "Compound model for two dependent kinds of claim," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 219-231, December.
    3. Renshaw, Arthur E., 1994. "Modelling the Claims Process in the Presence of Covariates," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 265-285, November.
    4. Gurmu, Shiferaw, 1998. "Generalized hurdle count data regression models," Economics Letters, Elsevier, vol. 58(3), pages 263-268, March.
    5. Angers, Jean-Francois & Biswas, Atanu, 2003. "A Bayesian analysis of zero-inflated generalized Poisson model," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 37-46, February.
    6. D. Böhning & E. Dietz & P. Schlattmann & L. Mendonça & U. Kirchner, 1999. "The zero‐inflated Poisson model and the decayed, missing and filled teeth index in dental epidemiology," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(2), pages 195-209.
    7. Carriere, Jacques, 1993. "Nonparametric tests for mixed Poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 12(1), pages 3-8, February.
    8. Gupta, Pushpa L. & Gupta, Ramesh C. & Tripathi, Ram C., 1996. "Analysis of zero-adjusted count data," Computational Statistics & Data Analysis, Elsevier, vol. 23(2), pages 207-218, December.
    9. Samson, Danny & Thomas, Howard, 1987. "Linear models as aids in insurance decision making: The estimation of automobile insurance claims," Journal of Business Research, Elsevier, vol. 15(3), pages 247-256, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hossein Kavand & Marcel Voia, 2018. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Springer Proceedings in Business and Economics, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), Productivity and Inequality, pages 275-304, Springer.
    2. Feng-Chang Xie & Jin-Guan Lin & Bo-Cheng Wei, 2014. "Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(6), pages 1383-1392, June.
    3. Baíllo, A. & Berrendero, J.R. & Cárcamo, J., 2009. "Tests for zero-inflation and overdispersion: A new approach based on the stochastic convex order," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2628-2639, May.
    4. A. Baccini & L. Barabesi & M. Cioni & C. Pisani, 2014. "Crossing the hurdle: the determinants of individual scientific performance," Scientometrics, Springer;Akadémiai Kiadó, vol. 101(3), pages 2035-2062, December.
    5. L. Elbakidze & Y. H. Jin, 2015. "Are Economic Development and Education Improvement Associated with Participation in Transnational Terrorism?," Risk Analysis, John Wiley & Sons, vol. 35(8), pages 1520-1535, August.
    6. Bae, S. & Famoye, F. & Wulu, J.T. & Bartolucci, A.A. & Singh, K.P., 2005. "A rich family of generalized Poisson regression models with applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 4-11.
    7. Tanabe, Ryunosuke & Hamada, Etsuo, 2016. "Objective priors for the zero-modified model," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 92-97.
    8. E. Bahrami Samani & Y. Amirian & M. Ganjali, 2012. "Likelihood estimation for longitudinal zero-inflated power series regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1965-1974, May.
    9. Xie, M. & He, B. & Goh, T. N., 2001. "Zero-inflated Poisson model in statistical process control," Computational Statistics & Data Analysis, Elsevier, vol. 38(2), pages 191-201, December.
    10. Bedrick, Edward J. & Hossain, Anwar, 2013. "Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 99-106.
    11. Alberto Baccini & Lucio Barabesi & Martina Cioni & Caterina Pisani, 2013. "Crossing the hurdle: the determinants of individual scientific performance," Department of Economics University of Siena 691, Department of Economics, University of Siena.
    12. Abbas Moghimbeigi & Mohammed Reza Eshraghian & Kazem Mohammad & Brian Mcardle, 2008. "Multilevel zero-inflated negative binomial regression modeling for over-dispersed count data with extra zeros," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1193-1202.
    13. Yanlin Tang & Liya Xiang & Zhongyi Zhu, 2014. "Risk Factor Selection in Rate Making: EM Adaptive LASSO for Zero‐Inflated Poisson Regression Models," Risk Analysis, John Wiley & Sons, vol. 34(6), pages 1112-1127, June.
    14. Teresa Bago d'Uva & Maarten Lindeboom & Owen O'Donnell & Eddy van Doorslaer, 2011. "Education‐related inequity in healthcare with heterogeneous reporting of health," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 639-664, July.
    15. Jiří Valecký, . "Calculation of Solvency Capital Requirements for Non-life Underwriting Risk Using Generalized Linear Models," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
    16. M. Tariqul Hasan & Gary Sneddon & Renjun Ma, 2012. "Regression analysis of zero-inflated time-series counts: application to air pollution related emergency room visit data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 467-476, June.
    17. David Todem & Wei‐Wen Hsu & KyungMann Kim, 2023. "Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates," Biometrics, The International Biometric Society, vol. 79(3), pages 2063-2075, September.
    18. Jiří Valecký, 2017. "Calculation of Solvency Capital Requirements for Non-life Underwriting Risk Using Generalized Linear Models," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(4), pages 450-466.
    19. Grün, Bettina & Leisch, Friedrich, 2008. "FlexMix Version 2: Finite Mixtures with Concomitant Variables and Varying and Constant Parameters," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 28(i04).
    20. Chen, Kun & Huang, Rui & Chan, Ngai Hang & Yau, Chun Yip, 2019. "Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 8-18.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:36:y:2005:i:2:p:153-163. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.