User: Guest  Login
Document type:
Masterarbeit
Author(s):
Melling, Teresa
Title:
Tweedie’s Compound Poisson Model - Application to Insurance Claims Modelling
Abstract:
Currently, the Compound Poisson model with independent and identically distributed Gamma claim sizes (CPG model) is among the most commonly used regression models in non-life insurance pricing. This model involves fitting two separate generalised linear models; namely a Poisson GLM to the claim counts and a Gamma GLM to the claim amounts. Although this procedure is now standard practice within the insurance industry, the use of Tweedie's Compound Poisson (CP) model, as an alternative way to mod...     »
Supervisor:
Prof. Dr. Matthias Scherer
Advisor:
Prof. Dr. Matthias Scherer
Year:
2022
University:
Technische Universität München
Commencing Date:
01.10.2022
End of processing:
27.03.2023
 BibTeX