Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

被引：51

作者：

Boucher, Jean-Philippe ^{[1
]}

Denuit, Michel ^{[2
]}

Guillen, Montserrat ^{[3
]}

机构：

[1] Univ Quebec, Dept Math, Montreal, PQ H3C 3P8, Canada

[2] Univ Catholique Louvain, Inst Sci Actuarielles, Louvain, Belgium

[3] Univ Barcelona, Dept Econ, E-08007 Barcelona, Spain

来源：

JOURNAL OF RISK AND INSURANCE | 2009年 / 76卷 / 04期

关键词：

COUNT DATA MODELS; INSURANCE; REGRESSION; SELECTION;

D O I：

10.1111/j.1539-6975.2009.01321.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

P>The hunger for bonus is a well-known phenomenon in insurance, meaning that the insured does not report all of his accidents to save bonus on his next year's premium. In this article, we assume that the number of accidents is based on a Poisson distribution but that the number of claims is generated by censorship of this Poisson distribution. Then, we present new models for panel count data based on the zero-inflated Poisson distribution. From the claims distributions, we propose an approximation of the accident distribution, which can provide insight into the behavior of insureds. A numerical illustration based on the reported claims of a Spanish insurance company is included to support this discussion.

引用

页码：821 / 846

页数：26