Applications of the glm conway-maxwell-poisson regression model on the analysis of financial and actuarial datasets
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Universidad de Jaén
info
- Sarabia Alegría, José María (coord.)
- Prieto, Faustino (coord.)
- Guillén Estany, Montserrat (coord.)
Editorial: Fundación MAPFRE
ISBN: 978-84-9844-683-8
Any de publicació: 2018
Pàgines: 263-266
Tipus: Capítol de llibre
Resum
The GLM Conway-Maxwell-Poisson regression model is adapted in order to admit covariates in the dispersion parameter. It permits to distinguish over- and under-dispersed subsets depending on the different covariates values, which may provide interesting applications in different fields. Two examples illustrate that methodology in financial and actuarial datasets.