Estimating total claim size in the auto insurance industry: a comparison between tweedie and zero-adjusted inverse gaussian distribution

The objective of this article is to estimate insurance claims from an auto dataset using the Tweedie and zeroadjusted inverse Gaussian (ZAIG) methods. We identify factors that influence claim size and probability, and compare the results of these methods which both forecast outcomes accurately. Vehi...

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Gardado en:
Detalles Bibliográficos
Publicado en:BAR - Brazilian Administration Review
Main Authors: Adriana Bruscato Bortoluzzo, Danny Pimentel Claro, Marco Antonio Leonel Caetano, Rinaldo Artes
Formato: Artigo
Idioma:Inglês
Publicado: Associação Nacional de Pós-Graduação e Pesquisa em Administração 2011
Assuntos:
Administración y Contabilidad
Tweedie
claim size
regression
ZAIG mater
Auto insurance
Acceso en liña:https://www.redalyc.org/articulo.oa?id=84117299004
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