Double Generalized Linear Compound Poisson models to Insurance Claims Data

Double Generalized Linear Compound Poisson models to Insurance Claims Data

Title: Double Generalized Linear Compound Poisson models to Insurance Claims Data
Authors: Daniel Arnfeldt Andersen and Wagner Hugo Bonat
Journal: to appear
Status: submitted

Reference

Status: submitted

[2016, article | www]: Andersen, D. A., & Bonat, W. H. (2016). Double Generalized Linear Compound Poisson models to Insurance Claims Data. submitted.

Supplement Material

Explaining function's arguments.

Figures using standardized scale

Data sets

Third Party Motor Insurance for Sweden, 1977.

Code

Generic functions

Generic function for fitting DGLM Compound Poisson in R.

Generic function for computing confidence interval for power parameter.