Bayesian generalized additive models for location, scale and shape for zero-inflated and overdispersed count data
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- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
- Nadja Klein & Michel Denuit & Stefan Lang & Thomas Kneib, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," Working Papers 2013-24, Faculty of Economics and Statistics, University of Innsbruck.
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Keywordsiteratively weighted least squares; Markov chain Monte Carlo; penalized splines; zero-inflated negative binomial; zero-inflated Poisson;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-09 (All new papers)
- NEP-ECM-2013-06-09 (Econometrics)
- NEP-FOR-2013-06-09 (Forecasting)
- NEP-ORE-2013-06-09 (Operations Research)
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