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Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling

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  • Smyth, Gordon K.
  • Jørgensen, Bent

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  • Smyth, Gordon K. & Jørgensen, Bent, 2002. "Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 32(01), pages 143-157, May.
  • Handle: RePEc:cup:astinb:v:32:y:2002:i:01:p:143-157_01
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    Citations

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    Cited by:

    1. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
    2. Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Model uncertainty in claims reserving within Tweedie's compound Poisson models," Papers 0904.1483, arXiv.org.
    3. repec:taf:japsta:v:44:y:2017:i:13:p:2427-2443 is not listed on IDEAS
    4. Johann Cuenin & Bent Jørgensen & Célestin C. Kokonendji, 2016. "Simulations of full multivariate Tweedie with flexible dependence structure," Computational Statistics, Springer, vol. 31(4), pages 1477-1492, December.
    5. Marin-Galiano, Marcos & Christmann, Andreas, 2004. "Insurance: an R-Program to Model Insurance Data," Technical Reports 2004,49, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    6. Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
    7. repec:eee:insuma:v:79:y:2018:i:c:p:75-81 is not listed on IDEAS
    8. repec:spr:annopr:v:237:y:2016:i:1:d:10.1007_s10479-013-1469-2 is not listed on IDEAS
    9. Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2015. "A multivariate Tweedie lifetime model: Censoring and truncation," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 203-213.

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