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Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape
13 references·0 citing·36 second hop
Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape (2013)Nonlife Ratemaking and Risk Management wi…Modern Actuarial Risk Theory: Using R (2010)Modern Actuarial Risk Theory:…Composite Lognormal–Pareto model with random threshold (2010)Composite Lognormal–Pareto mo…Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (2010)Comparing Density Forecasts U…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (2007)Actuarial Modelling of Claim …The Zero-adjusted Inverse Gaussian distribution as a model for insurance claims. (2006)The Zero-adjusted Inverse Gau…On modeling claim frequency data in general insurance with extra zeros (2005)On modeling claim frequency d…Gaussian Markov Random Fields (2005)Gaussian Markov Random FieldsNon-life rate-making with Bayesian GAMs (2004)Non-life rate-making with Bay…Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database (2003)Generalized Pareto Fit to the…Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data (2001)Bayesian Semiparametric Regre…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…Modelling risk from a disease in time and space (1998)Bayesian modelling of inseparable space‐time variation in disease risk (2000)A clipped latent variable model for spatially correlated ordered categorical data (2010)The Spatial Distribution of Self-Employment in India: Evidence from Semiparametric Geoadditive Models (2013)Spatial Analysis of Women Employment Status in Nigeria (2015)Residual Life Time at Great Age (1974)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)A robust estimator for the tail index of Pareto-type distributions (2007)Generalized Linear Models and Actuarial Science (1996)Risk Classification for Claim Counts (2007)Elicitation of Personal Probabilities and Expectations (1971)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Copula Methods for Forecasting Multivariate Time Series (2013)COHERENCE AND ELICITABILITY (2014)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)A century of trends in adult human height (2016)An intuitive Bayesian spatial model for disease mapping that accounts for scaling (2016)Spatial modeling with R‐INLA: A review (2018)The value of vehicle telematics data in insurance risk selection processes (2017)Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data (2018)Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)A mixed copula model for insurance claims and claim sizes (2011)Generalized linear models for dependent frequency and severity of insurance claims (2016)Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (2011)TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (2011)Micro-level stochastic loss reserving for general insurance (2013)
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 2005Gaussian Markov Random Fields1,826 cited
  • 1999Loss Models: From Data to Decisions1,232 cited
  • 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited
  • 2010Modern Actuarial Risk Theory: Using R223 cited
  • 1994Fitting Tweedie's compound poisson model to insurance claims data201 cited
  • 2007Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems171 cited
  • 2005On modeling claim frequency data in general insurance with extra zeros162 cited
  • 2001Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data116 cited
  • 2003Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database91 cited
  • 2010Composite Lognormal–Pareto model with random threshold79 cited
  • 2004Non-life rate-making with Bayesian GAMs75 cited
  • 2006The Zero-adjusted Inverse Gaussian distribution as a model for insurance claims.43 cited

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