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Estimating claim size and probability in the auto-insurance industry: the zeroadjusted Inverse Gaussian (ZAIG) distribution

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  • Claro, Danny P.

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  • Claro, Danny P., 2009. "Estimating claim size and probability in the auto-insurance industry: the zeroadjusted Inverse Gaussian (ZAIG) distribution," Insper Working Papers wpe_159, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    • Handle: RePEc:ibm:ibmecp:wpe_159
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    File URL: http://www.insper.edu.br/sites/default/files/2009_wpe175.pdf
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    1. Smyth, Gordon K. & Jørgensen, Bent, 2002. "Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling," ASTIN Bulletin, Cambridge University Press, vol. 32(1), pages 143-157, May.
    2. de Jong,Piet & Heller,Gillian Z., 2008. "Generalized Linear Models for Insurance Data," Cambridge Books, Cambridge University Press, number 9780521879149.
    3. King, Gary & Zeng, Langche, 2001. "Logistic Regression in Rare Events Data," Political Analysis, Cambridge University Press, vol. 9(2), pages 137-163, January.
    4. Stasinopoulos, D. Mikis & Rigby, Robert A., 2007. "Generalized Additive Models for Location Scale and Shape (GAMLSS) in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i07).
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