Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42940
Title: A new poisson mixture model for the number of claims in automobile insurance
Authors: Gómez Déniz, Emilio 
Calderín Ojeda, Enrique
UNESCO Clasification: 1209 Estadística
Keywords: Seguros
Distribución
Issue Date: 2011
Journal: Automobiles: Performance, Safety Assessment, and Energy Consumption
Abstract: Modelling the claim frequency is one of the most important issues in Risk Theory. In this chapter, two new probability distribution are introduced, a two-parameter probability density function, including a wide variety of curve shapes, and a two-parameter probability mass function. The latter, obtained by mixing the classical Poisson distribution with the former, will be applied to fit a large collection of data set concerning automobile insurance claims. The probability mass function of this new distribution has a closed form and presents excellent properties. The suitability of the new model proposed is illustrated in setting third party liability automobile insurance compared with alternative models traditionally used in the literature.
URI: http://hdl.handle.net/10553/42940
ISBN: 9781616682187
Source: Automobiles: Performance, Safety Assessment, and Energy Consumption, p. 131-153
Appears in Collections:Capítulo de libro
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