Beyond Mean Modeling: Double GLMs and GAMs for Location, Scale and Shape (GAMLSS)

Author:

Denuit Michel,Hainaut Donatien,Trufin Julien

Publisher

Springer International Publishing

Reference22 articles.

1. Bellini F, Klar B, Muller A, Gianin ER (2014) Generalized quantiles as risk measures. Insur: Math Econ 54:41–48

2. Boucher JP, Davidov D (2011) On the importance of dispersion modeling for claims reserving: an application with the Tweedie distribution. Variance 5:158–172

3. Boucher J-P, Denuit M, Guillen M (2007a) Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. North Am Actuarial J 11:110–131

4. Boucher J-P, Denuit M, Guillen M (2007b) Modelling of insurance claim count with hurdle distribution for panel data. In: Arnold BC, Balakrishnan N, Sarabia JM, Minguez R (eds) Advances in mathematical and statistical modeling. Statistics for Industry and Technology series, Birkhäuser, Boston, pp 45–59

5. Boucher J-P, Denuit M, Guillen M (2011) Correlated random effects for hurdle models applied to claim counts. Variance 5:68–79

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