Re: [R] about overdispersed poisson model

From: Gesmann, Markus <Markus.Gesmann_at_lloyds.com>
Date: Mon 10 Jul 2006 - 18:14:14 EST


Dear Chi Kai,

Three years ago there was a similar thread. At that time David Firth offered a solution for the quasipoission problem with negative observations, see: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/16143.html I remember that his code gave you slightly different answers than the example in England and Verrall's paper.

Kind Regards

Markus Gesmann
FPMA
Lloyd's Market Analysis
Lloyd's * One Lime Street * London * EC3M 7HA Telephone +44 (0)20 7327 6472
Facsimile +44 (0)20 7327 5718
http://www.lloyds.com

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of g0354502 Sent: 10 July 2006 05:26
To: r-help@stat.math.ethz.ch
Subject: [R] 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, would you please show me how to find the corresponding package and utilize them?

Best Regards,

            Chi Kai



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