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

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.

关键词： Over-dispersion Generalized Linear Model Wald Test Risk Classification

作者: CHEN Zhuoheng

作者单位: School of Mathematical Science, Huaqiao University, P.R.China, 362021

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）