Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models

Insurance Premium Prediction via Gradient Tree- Boosted Tweedie Compound Poisson Models

Learning the beta-Divergence in Tweedie Compound Poisson Matrix Factorization Models

In this study, we derive algorithms for estimating mixed β-divergences. Such cost functions are useful for Nonnegative Matrix and Tensor Factorization models with a compound Poisson observation model. Compound Poisson is a particular Tweedie model, an important special case of exponential dispersion models characterized by the fact that the variance is proportional to a power function of the me...

On Poisson–Tweedie mixtures

*Correspondence: [email protected] 1Department of Mathematics, Ohio University, Athens, OH, USA Full list of author information is available at the end of the article Abstract Poisson-Tweedie mixtures are the Poisson mixtures for which the mixing measure is generated by those members of the family of Tweedie distributions whose support is non-negative. This class of non-negative integer-valued ...

Extended Truncated Tweedie - Poisson Model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not th...

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...