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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 H. Bonat
  • Journal: Computational Statistics
  • 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.

Data sets

Third Party Motor Insurance for Sweden, 1977.

Code

Data analysis

Generic functions

Generic function for fitting DGLM Compound Poisson in R.

Generic function for computing confidence interval for power parameter.


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