کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5076305 | 1477209 | 2016 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bayesian quantile regression model for claim count data
ترجمه فارسی عنوان
مدل رگرسیون کیفی بیزی برای داده های ادعای ادعا
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
چکیده انگلیسی
Quantile regression model estimates the relationship between the quantile of a response distribution and the regression parameters, and has been developed for linear models with continuous responses. In this paper, we apply Bayesian quantile regression model for the Malaysian motor insurance claim count data to study the effects of change in the estimates of regression parameters (or the rating factors) on the magnitude of the response variable (or the claim count). We also compare the results of quantile regression models from the Bayesian and frequentist approaches and the results of mean regression models from the Poisson and negative binomial. Comparison from Poisson and Bayesian quantile regression models shows that the effects of vehicle year decrease as the quantile increases, suggesting that the rating factor has lower risk for higher claim counts. On the other hand, the effects of vehicle type increase as the quantile increases, indicating that the rating factor has higher risk for higher claim counts.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 66, January 2016, Pages 124-137
Journal: Insurance: Mathematics and Economics - Volume 66, January 2016, Pages 124-137
نویسندگان
Mohd Fadzli Mohd Fuzi, Abdul Aziz Jemain, Noriszura Ismail,