Modeling The Amount of Insurance Claim using Gamma Linear Mixed Model with AR (1) random effect

The amount of insurance claims is continuous data and is positive so it is usually assumed to have gamma distribution. Usually, Generalized Linear Model (GLM)’s approach is used since the gamma distribution is a member of the exponential family. In case there is a random effect in modeling, then GLM...

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Veröffentlicht in:	Journal of physics. Conference series 2021-03, Vol.1863 (1), p.12027
Hauptverfasser:	Adam, F A, Kurnia, A, Purnaba, I G P, Mangku, I W, Soleh, A M
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive processes Generalized linear models Insurance Insurance claims Model testing Motor vehicles Parameter estimation Physics Probability distribution functions Statistical analysis Statistical models
Online-Zugang:	Volltext
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