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### 索赔次数的开放式混合泊松分布研究

• 出版日期:2019-03-25 发布日期:2019-03-27

### A Study on Open Mixed Poisson Distribution for Claim Frequency

Yin Cuihong et al.

• Online:2019-03-25 Published:2019-03-27

Abstract: This paper builds up an open mixed Poisson model with multiple risk categories of claim frequency. Firstly, an open mixed Poisson model is set up with risk categories to be defined, taking into account the characteristics, such as zero-inflated, heavy tailing and heterogeneity of the claim frequency. The open structure makes the model self-adaptable to various characteristics and risk categories in the actual data. Secondly, iSCAD penalty function defined with mixed weight parameters is applied to choose the suitable parameters. And finally, EM algorithm is used to acquire all the estimates of the claim frequency in different risk categories. By means of the iSCAD penalty function, the optimal mixed number is derived, keeping away from the subjective selection in the traditional mixed model, and solving the issues such as complicated structures, no explicit expression of parameter estimates and difficulty in explaining the estimates in the traditional mixed models. Based on the real data in three risk categories, the empirical study finds that the new model can significantly improve the fitting effects of the traditional ones.