A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component

@inproceedings{Dionne1988AGO,
  title={A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component},
  author={G. Dionne and C. Vanasse},
  year={1988}
}
The objective of this paper is to provide an extension of well-known models of tarification in automobile insurance. The analysis begins by introducing a regression component in the Poisson Model in order to use all available information in the estimation of the distribution. In a second step, a random variable is introduced in the regression component of the Poisson model and a negative binomial model with a regression component is derived. The authors then present their main contribution by… Expand
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