Abstract
A practical method of allowing for covariates in compound Poisson modeling distributions is discussed.
KEYWORDS Premium rating; compound Poisson distributions, generalized linear models, power variance function.
Volume
23:1
Page
145-148
Year
1994
Categories
Financial and Statistical Methods
Statistical Models and Methods
Generalized Linear Modeling
Financial and Statistical Methods
Loss Distributions
Actuarial Applications and Methodologies
Ratemaking
Publications
ASTIN Bulletin
