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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2014.12
- 수록면
- 335 - 343 (9page)
- DOI
- 10.17548/ksaf.2014.12.18.335
이용수
초록· 키워드
오류제보하기
The Poisson model has been known as an efficient modeling to solve the problem of producing tariffs based on motor insurance data giving numbers of claims and total costs for the claim. However, since there are symptoms of over-dispersion in the data, we suggest that the Poisson distribution of the response variable should be replaced with the negative binomial distribution to analyze motor insurance data. The numerical results show that negative binomial regression model is useful for fitting to the number of claims. Finally, the significance of the differences between groups of covariates is investigated with the negative binomial regression.
목차
Abstract
Ⅰ. Introduction
Ⅱ. Generalized linear models
Ⅲ. Swedish Third Party Motor insurance claims data
Ⅳ. Conclusion
Reference
참고문헌 (8)
참고문헌 신청
1. [단행본] - Andrews, D. E. / 1985 / Data: A collection of problems from many fields for the student and research worker / Springer-Verlag
2. [단행본] - Bartoszewicz, B. / 2004 / Innovations in Classification, Data Science, and Information Systems / Springer
3. [학술지(정기간행물)] - Dean, C. / 1989 / Tests for detecting overdispersion in Poisson regression models / Journal of the American Statistical Association 84 (3)
4. [학술지(정기간행물)] - Hallin, M. / 1983 / The Swedish automobile portfolio in 1977. A statistical study / Scandinavian Actuarial Journal 25 (4)
5. [보고서] - Hauer, E. / 1988 / Estimation of Safety at Signalized Intersections. Transportation Research Board
2. [단행본] - Bartoszewicz, B. / 2004 / Innovations in Classification, Data Science, and Information Systems / Springer
3. [학술지(정기간행물)] - Dean, C. / 1989 / Tests for detecting overdispersion in Poisson regression models / Journal of the American Statistical Association 84 (3)
4. [학술지(정기간행물)] - Hallin, M. / 1983 / The Swedish automobile portfolio in 1977. A statistical study / Scandinavian Actuarial Journal 25 (4)
5. [보고서] - Hauer, E. / 1988 / Estimation of Safety at Signalized Intersections. Transportation Research Board
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