2 citations · 5 across the 9 of their papers we have counts for
3 papers · 1 filter
A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate--Making Systems
Amir T. Payandeh Najafabadi, Saeed MohammadPour
This article introduces a k-Inflated Negative Binomial mixture distribution/regression model as a more flexible alternative to zero-inflated Poisson distribution/regression model.…
An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation
Amir T. Payandeh Najafabadi, Ali Panahi Bazaz
A usual reinsurance policy for insurance companies admits one or two layers of the payment deductions. Under optimal criterion of minimizing the conditional tail expectation (CTE)…
Designing an Optimal Bonus--Malus System Using the Number of Reported Claims, Steady-State Distribution, and Mixture Claim Size Distribution
Amir T. Payandeh Najafabadi, Mansoureh Sakizadeh
This article, in a first step, considers two Bayes estimators for the relativity premium of a given Bonus--Malus system. It then develops a linear relativity premium that closes, i…