{"id":"https://openalex.org/W2950243778","doi":"https://doi.org/10.1155/2019/1393946","title":"An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance","display_name":"An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance","publication_year":2019,"publication_date":"2019-06-16","ids":{"openalex":"https://openalex.org/W2950243778","doi":"https://doi.org/10.1155/2019/1393946","mag":"2950243778"},"language":"en","primary_location":{"id":"doi:10.1155/2019/1393946","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/1393946","pdf_url":"https://downloads.hindawi.com/journals/afs/2019/1393946.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/afs/2019/1393946.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061396117","display_name":"Woundjiagu\u00e9 Apollinaire","orcid":"https://orcid.org/0000-0002-1660-1033"},"institutions":[{"id":"https://openalex.org/I213072177","display_name":"University of Maroua","ror":"https://ror.org/051sa4h84","country_code":"CM","type":"education","lineage":["https://openalex.org/I213072177"]},{"id":"https://openalex.org/I26805570","display_name":"Jomo Kenyatta University of Agriculture and Technology","ror":"https://ror.org/015h5sy57","country_code":"KE","type":"education","lineage":["https://openalex.org/I26805570"]}],"countries":["CM","KE"],"is_corresponding":true,"raw_author_name":"Apollinaire Woundjiagu\u00e9","raw_affiliation_strings":["Institute of Basic Sciences Technology and Innovation, Pan African University-Jomo Kenyatta University of Agriculture and Technology, P.O. Box 62000-00200, Nairobi, Kenya","National Advanced School of Engineering, University of Maroua, P.O. Box 46 Maroua, Cameroon"],"raw_orcid":"https://orcid.org/0000-0002-1660-1033","affiliations":[{"raw_affiliation_string":"Institute of Basic Sciences Technology and Innovation, Pan African University-Jomo Kenyatta University of Agriculture and Technology, P.O. Box 62000-00200, Nairobi, Kenya","institution_ids":["https://openalex.org/I26805570"]},{"raw_affiliation_string":"National Advanced School of Engineering, University of Maroua, P.O. Box 46 Maroua, Cameroon","institution_ids":["https://openalex.org/I213072177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032463203","display_name":"Martin Le Doux Mbele Bidima","orcid":"https://orcid.org/0000-0001-9345-7381"},"institutions":[{"id":"https://openalex.org/I1331070479","display_name":"Universit\u00e9 de Yaound\u00e9 I","ror":"https://ror.org/022zbs961","country_code":"CM","type":"education","lineage":["https://openalex.org/I1331070479"]}],"countries":["CM"],"is_corresponding":false,"raw_author_name":"Martin Le Doux Mbele Bidima","raw_affiliation_strings":["Faculty of Science, University of Yaounde I, P.O. Box 812, Yaounde, Cameroon"],"raw_orcid":"https://orcid.org/0000-0001-9345-7381","affiliations":[{"raw_affiliation_string":"Faculty of Science, University of Yaounde I, P.O. Box 812, Yaounde, Cameroon","institution_ids":["https://openalex.org/I1331070479"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109939947","display_name":"Ronald Waweru Mwangi","orcid":null},"institutions":[{"id":"https://openalex.org/I26805570","display_name":"Jomo Kenyatta University of Agriculture and Technology","ror":"https://ror.org/015h5sy57","country_code":"KE","type":"education","lineage":["https://openalex.org/I26805570"]}],"countries":["KE"],"is_corresponding":false,"raw_author_name":"Ronald Waweru Mwangi","raw_affiliation_strings":["School of Computing and Information Technology, Jomo Kenyatta University of Agriculture and Technology, P.O. Box 62000-00200, Nairobi, Kenya"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Information Technology, Jomo Kenyatta University of Agriculture and Technology, P.O. Box 62000-00200, Nairobi, Kenya","institution_ids":["https://openalex.org/I26805570"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5061396117"],"corresponding_institution_ids":["https://openalex.org/I213072177","https://openalex.org/I26805570"],"apc_list":{"value":900,"currency":"USD","value_usd":900},"apc_paid":{"value":900,"currency":"USD","value_usd":900},"fwci":0.477,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.66413941,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"2019","issue":null,"first_page":"1","last_page":"14"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9706000089645386,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/poisson-regression","display_name":"Poisson regression","score":0.618575930595398},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5424455404281616},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4668847620487213},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.4665994644165039},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4609118103981018},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4420079290866852},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4383402168750763},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4216504395008087},{"id":"https://openalex.org/keywords/population","display_name":"Population","score":0.09276768565177917}],"concepts":[{"id":"https://openalex.org/C73269764","wikidata":"https://www.wikidata.org/wiki/Q954529","display_name":"Poisson regression","level":3,"score":0.618575930595398},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5424455404281616},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4668847620487213},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.4665994644165039},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4609118103981018},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4420079290866852},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4383402168750763},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4216504395008087},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.09276768565177917},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1155/2019/1393946","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/1393946","pdf_url":"https://downloads.hindawi.com/journals/afs/2019/1393946.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:313c00a7573d416f8625919752883b9f","is_oa":false,"landing_page_url":"https://doaj.org/article/313c00a7573d416f8625919752883b9f","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Advances in Fuzzy Systems, Vol 2019 (2019)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2019/1393946","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/1393946","pdf_url":"https://downloads.hindawi.com/journals/afs/2019/1393946.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320325636","display_name":"Jomo Kenyatta University of Agriculture and Technology","ror":"https://ror.org/015h5sy57"},{"id":"https://openalex.org/F4320327380","display_name":"African Union","ror":"https://ror.org/020ktwj02"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2950243778.pdf","grobid_xml":"https://content.openalex.org/works/W2950243778.grobid-xml"},"referenced_works_count":17,"referenced_works":["https://openalex.org/W1993693796","https://openalex.org/W1993742462","https://openalex.org/W2019388858","https://openalex.org/W2021606373","https://openalex.org/W2039210275","https://openalex.org/W2060943133","https://openalex.org/W2069069851","https://openalex.org/W2097536801","https://openalex.org/W2124349276","https://openalex.org/W2157041604","https://openalex.org/W2235178083","https://openalex.org/W2257083824","https://openalex.org/W2963706338","https://openalex.org/W4240278385","https://openalex.org/W4245152641","https://openalex.org/W4248286852","https://openalex.org/W4252764935"],"related_works":["https://openalex.org/W2503331259","https://openalex.org/W1590941618","https://openalex.org/W3096804274","https://openalex.org/W2509788866","https://openalex.org/W3134844154","https://openalex.org/W3200250056","https://openalex.org/W2385896179","https://openalex.org/W2150462512","https://openalex.org/W2885596111","https://openalex.org/W2270206682"],"abstract_inverted_index":{"In":[0,21,97],"this":[1,98],"article,":[2],"we":[3,25,34,74,100,153,174,214],"are":[4,154],"interested":[5],"in":[6,93,165],"developing":[7],"an":[8,102,186],"alternative":[9,103,151,178],"estimation":[10,104,152,179,210],"method":[11,105],"of":[12,15,40,69,82,90,106,127,180,211],"the":[13,16,37,41,47,54,61,67,79,116,146,150,169,177,181,196,204,217],"parameters":[14],"hybrid":[17,29,48,108,147,183,206],"log-Poisson":[18,30,56,198],"regression":[19,31,57,199],"model.":[20],"our":[22,107],"previous":[23],"paper,":[24,99],"have":[26,35,75,215],"proposed":[27],"a":[28,111,133],"model":[32,49,58,109,148,184,200,207],"where":[33],"derived":[36],"analytical":[38,209],"expression":[39],"fuzzy":[42,94,128,139],"parameters.":[43,212],"We":[44,144],"found":[45],"that":[46,176],"provide":[50,101],"better":[51,194],"results":[52],"than":[53,195],"classical":[55,197],"according":[59],"to":[60,136,141,161],"mean":[62,170],"square":[63,171],"error":[64,172],"prediction":[65],"and":[66,115],"goodness":[68],"fit":[70],"index.":[71],"However,":[72],"nowhere":[73],"taken":[76],"into":[77],"account":[78],"optimal":[80],"value":[81,126],"<mml:math":[83,118,188],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[84,86,119,122,189],"id=\"M1\"><mml:mrow><mml:mi>h</mml:mi></mml:mrow></mml:math>(<mml:math":[85],"id=\"M2\"><mml:mi>\u03b1</mml:mi><mml:mo>-</mml:mo></mml:math>cut)":[87],"which":[88],"is":[89,130],"greatest":[91],"importance":[92],"regressions":[95],"literature.":[96],"using":[110],"quadratic":[112],"optimization":[113],"program":[114],"optimized":[117,187,216],"id=\"M3\"><mml:mi>h</mml:mi><mml:mo>-</mml:mo></mml:math>value":[120],"(<mml:math":[121],"id=\"M4\"><mml:mi>\u03b1</mml:mi><mml:mo>-</mml:mo></mml:math>cut).":[123],"The":[124],"expected":[125],"number":[129],"used":[131],"as":[132,201,203],"defuzzification":[134],"procedure":[135],"move":[137],"from":[138],"values":[140],"crisp":[142],"values.":[143],"perform":[145],"with":[149,185,208],"suggesting":[155],"on":[156],"two":[157],"different":[158],"numerical":[159],"data":[160],"predict":[162],"incremental":[163,192],"payments":[164,193],"loss":[166,219],"reserving.":[167],"From":[168],"prediction,":[173],"prove":[175],"new":[182],"id=\"M5\"><mml:mi>h</mml:mi><mml:mo>-</mml:mo></mml:math>value":[190],"predicts":[191],"well":[202],"same":[205],"Hence":[213],"outstanding":[218],"reserves.":[220]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-06-05T09:01:59.212387","created_date":"2025-10-10T00:00:00"}
