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ArticleHeterogeneous INAR(1) model with application to car insurance

Christian Gouriéroux2004

Article2004

Heterogeneous INAR(1) model with application to car insurance

Christian Gouriéroux · Joann Jasiak

92 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1984Econometric Models for Count Data with an Application to the Patents-R & D Relationship 2003Panel Data Econometrics 2000Testing for Asymmetric Information in Insurance Markets 1995Bonus-Malus Systems in Automobile Insurance 1994Evidence on Adverse Selection: Equilibrium Signaling and Cross-Subsidization in the Insurance Market 2001Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment 2013Handbook of Insurance 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component

Cited by

2015THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE 2015Auto Insurance Premium Calculation Using Generalized Linear Models 2011Efficient Probabilistic Forecasts for Counts 2006Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance 2011Forecast horizon aggregation in integer autoregressive moving average (INARMA) models

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2013SEPARATING MORAL HAZARD FROM ADVERSE SELECTION AND LEARNING IN AUTOMOBILE INSURANCE: LONGITUDINAL EVIDENCE FROM FRANCEarticle · 4 shared references 2013Asymmetric Information in Insurance Markets: Predictions and Testschapter · 4 shared references 2000Experience Rating through Heterogeneous Modelschapter · 4 shared references 2005Asymmetric Information and Learning: Evidence from the Automobile Insurance Marketarticle · 3 shared references 2010Beyond Testing: Empirical Models of Insurance Marketsreview · 3 shared references 2003Moral Hazard and Dynamic Insurance Dataarticle · 3 shared references

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Year2004

Typearticle

Published2004-02-27

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations92

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2003.11.005

openalex_workW1970438462

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2014

Estimating the Change Point of Correlated Poisson Count Processes

2014A maximum likelihood approach to estimate the change point of multistage Poisson count processes