search for: verall

Displaying 2 results from an estimated 2 matches for "verall".

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2006 Jul 10
2
about overdispersed poisson model
Dear R users I have been looking for functions that can deal with overdispersed poisson models. According to actuarial literature (England & Verall, Stochastic Claims Reserving in General Insurance , Institute of Actiuaries 2002) this can be handled through the use of quasi likelihoods instead of normal likelihoods. However, we see them frequently in this type of data, and we would like to be able to fit the model anyway. If it is possible, w...
2003 Jan 16
3
Overdispersed poisson - negative observation
Dear R users I have been looking for functions that can deal with overdispersed poisson models. Some (one) of the observations are negative. According to actuarial literature (England & Verall, Stochastic Claims Reserving in General Insurance , Institute of Actiuaries 2002) this can be handled through the use of quasi likelihoods instead of normal likelihoods. The presence of negatives is not normal in a poisson model, however, we see them frequently in this type of data, and we would li...