The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking

George Tzougas; W. L. Hoon; Johan Lim

doi:10.1007/s13385-018-0186-2

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The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking

George Tzougas W. L. Hoon Johan Lim

Year: 2018 Journal: European Actuarial Journal Vol: 9 (1)Pages: 323-344 Publisher: Springer Nature

DOI: 10.1007/s13385-018-0186-2

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Keywords:

Negative binomial distribution Mathematics Count data Poisson regression Econometrics Statistics Regression analysis Poisson distribution Maximum a posteriori estimation Maximum likelihood Population

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking

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