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

• Antonio J. Sáez Castillo ^[1] ; Antonio Conde Sánchez ^[1]
  1. [1] Universidad de Jaén

     Universidad de Jaén

     Jaén, España

     
• Localización: Contributions to risk analysis: risk 2018 / coord. por José María Sarabia Alegría , Faustino Prieto Mendoza , Montserrat Guillén Estany , 2018, ISBN 978-84-9844-683-8, págs. 263-266
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.