Mao Zechun, Liu Jine. Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 1-11.
Citation: Mao Zechun, Liu Jine. Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 1-11.

Mixed Exponential Dispersion Distributions and Their Applications in Insurance Claims

  • The mixed exponential dispersion distributions has been studied based on the background in insurance claims. The distribution can be generated by mixing ED^* and compound Poisson-Geometric distribution. The steps of fitting the numbers of claims by using moment estimation and the method about hypothesis test have been given in the paper. As an example, the data in automobile insurance in China has been investigated.
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