Applications of the glm conway-maxwell-poisson regression model on the analysis of financial and actuarial datasets

  1. Antonio J. Sáez Castillo 1
  2. Antonio Conde Sánchez 1
  1. 1 Universidad de Jaén
    info

    Universidad de Jaén

    Jaén, España

    ROR https://ror.org/0122p5f64

Liburua:
Contributions to risk analysis: risk 2018
  1. Sarabia Alegría, José María (coord.)
  2. Prieto, Faustino (coord.)
  3. Guillén Estany, Montserrat (coord.)

Argitaletxea: Fundación MAPFRE

ISBN: 978-84-9844-683-8

Argitalpen urtea: 2018

Orrialdeak: 263-266

Mota: Liburuko kapitulua

DIALNET GOOGLE SCHOLAR

Laburpena

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.

Datuen iturria: Dialnet