Zaig
Mostrando 1-3 de 3 artigos, teses e dissertações.
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1. Estimating total claim size in the auto insurance industry: a comparison between tweedie and zero-adjusted inverse gaussian distribution
The objective of this article is to estimate insurance claims from an auto dataset using the Tweedie and zeroadjusted inverse Gaussian (ZAIG) methods. We identify factors that influence claim size and probability, and compare the results of these methods which both forecast outcomes accurately. Vehicle characteristics like territory, age, origin and type dis
BAR - Brazilian Administration Review. Publicado em: 2011-03
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2. Aplicação do modelo ZAIG (Zero Adjusted Inverse Gaussian) na análise de uma carteira de cartões de crédito / Application of ZAIG model (Zero Adjusted Inverse Gaussian) in the analysis of a credit card portfolio
The ZAIG (Zero Adjusted Inverse Gaussian) model is based on a semicontinuous distribution with positive asymmetry and with concentration in 0. This paper applies ZAIG model in a credit card portfolio, analyses its applicability as a behavior score and evaluates its quality in predicting the financial loss of the portfolio. As a behavior score, the ZAIG model
Publicado em: 2009
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3. Models of expected loss for consumer credit / Modelos de previsão de perdas para crédito massificado
Neste trabalho apresenta-se uma aplicação empírica para modelagem de perdas de uma carteira de crédito direto ao consumidor, cujas características são: grande quantidade de créditos com baixa exposição individual e pequena probabilidade individual de um tomador se tornar inadimplente, o que torna a ocorrência de perda um evento raro. A distribuiç�
Publicado em: 2008