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

Antonio José Sáez Castillo, Antonio Conde Sánchez

• 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.