Generalized Linear Model Based on Negative Binomial Distribution and Its Application in Claims

被引：0

作者：

Chen Zhuoheng ^{[1
]}

机构：

[1] Huaqiao Univ, Sch Math Sci, Fujian 362021, Peoples R China

来源：

RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II | 2009年

关键词：

Over-dispersion; Generalized Linear Model; Wald Test; Risk Classification;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper introduced the Generalized Linear Model which based on the Negative Binomial distribution which is over-dispersion, and then we considered Maximum likelihood estimates and Wald test for it, at last the model is applied to a real data set of aggregate claims for automobile insurance using SAS package.

引用

页码：673 / 677

页数：5