经济数学2016,Vol.33Issue(1):72-75,4.
过度离散型数据的统计模拟与分析
Simulation Study and Analysis of Overdispersion Data
摘要
Abstract
Aiming at the overdispersion problem of vehicle insurance claims data,based on numerical simulation meth-od,this paper used Poisson model(Poisson),Negative Binomial model (NB),Generalized Poisson model(GP)to fit the vehicle insurance claims data with different degrees of overdispersion.Moreover,we compared the superiority of the three models with mean square error(MSE),average bias,AIC criterion,and BIC criterion.Finally,we got the superiority of three models and gave suggestions for selecting model in different conditions.关键词
过度离散/车险索赔次数数据/负二项模型/广义泊松模型Key words
overdispersion/vehicle insurance claims data/negative binomial model/generalized Poisson model分类
数理科学引用本文复制引用
李荣,陈莉,王平鲜..过度离散型数据的统计模拟与分析[J].经济数学,2016,33(1):72-75,4.基金项目
贵州省研究生教育教学改革重点课题(黔科研合 JG 字[2015]014) (黔科研合 JG 字[2015]014)
2015年贵州民族大学校级课题(15XYSZ003) (15XYSZ003)