[R] about overdispersed poisson model

Gesmann, Markus Markus.Gesmann at lloyds.com
Mon Jul 10 10:14:14 CEST 2006

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:
I remember that his code gave you slightly different answers than the
example in England and Verrall's paper.

Kind Regards

Markus Gesmann
Lloyd's Market Analysis
Lloyd's * One Lime Street * London * EC3M 7HA
Telephone +44 (0)20 7327 6472
Facsimile +44 (0)20 7327 5718

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of g0354502
Sent: 10 July 2006 05:26
To: r-help at stat.math.ethz.ch
Subject: [R] about overdispersed poisson model

Dear R users

  I have been looking for functions that can deal with overdispersed
models. According to actuarial literature (England & Verall, Stochastic
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
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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