search for: verrall

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2010 Jan 05
1
Negative binomial
Hi, I'm trying to fit a glm with a negative binomial error distribution and a log link, using the example found in the paper Stochastic Claims Reserving In General Insurance by England and Verrall. I am attaching a pdf since it is more difficult to write equations in here. So to hopefully explain myself better I wrote a pdf, where I'm explaining what I need to do and where I got stuck. (I tried to be clear as possible). Thanks in advance for any help Stefani -------------- next...
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