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Generalised linear models for aggregate claims: to Tweedie or not?
6 references·0 citing·22 second hop
Generalised linear models for aggregate claims: to Tweedie or not? (2015)Generalised linear models for aggregate c…Total loss estimation using copula-based regression models (2013)Total loss estimation using c…A mixed copula model for insurance claims and claim sizes (2011)A mixed copula model for insu…Non-Life Insurance Pricing with Generalized Linear Models (2010)Non-Life Insurance Pricing wi…Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Fitting Tweedie's Compound Po…Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…Two Studies in Automobile Insurance Ratemaking (1960)Two Studies in Automobile Ins…A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)Dependent frequency–severity modeling of insurance claims (2015)Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)An Introduction to Copulas (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach (2016)A dependent frequency–severity approach to modeling longitudinal insurance claims (2019)Modeling Malicious Hacking Data Breach Risks (2020)Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insurance and Finance (2001)Spatial modelling of claim frequency and claim size in non-life insurance (2007)Generalized linear models for dependent frequency and severity of insurance claims (2016)Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)Evaluation and aggregation of pay-as-you-drive insurance rate factors: A classification analysis approach (2013)THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (2015)Autocalibration and Tweedie-dominance for insurance pricing with machine learning (2021)Scandinavian Actuarial Journal (2008)Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents (2016)The extreme risk of personal data breaches and the erosion of privacy (2016)
this work references cited by second hop

References

  • 2010Non-Life Insurance Pricing with Generalized Linear Models260 cited
  • 2002Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling217 cited
  • 1994Fitting Tweedie's compound poisson model to insurance claims data201 cited
  • 2011A mixed copula model for insurance claims and claim sizes125 cited
  • 1960Two Studies in Automobile Insurance Ratemaking93 cited
  • 2013Total loss estimation using copula-based regression models72 cited

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