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Heterogeneous INAR(1) model with application to car insurance
9 references·10 citing·39 second hop
Heterogeneous INAR(1) model with application to car insurance (2004)Heterogeneous INAR(1) model with applicat…Handbook of Insurance (2013)Handbook of InsurancePanel Data Econometrics (2003)Panel Data EconometricsTesting for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment (2001)Testing for Evidence of Adver…Testing for Asymmetric Information in Insurance Markets (2000)Testing for Asymmetric Inform…Bonus-Malus Systems in Automobile Insurance (1995)Bonus-Malus Systems in Automo…Evidence on Adverse Selection: Equilibrium Signaling and Cross-Subsidization in the Insurance Market (1994)Evidence on Adverse Selection…A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component (1989)A Generalization of Automobil…Automobile Insurance: Actuarial Models (1987)Automobile Insurance: Actuari…Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Econometric Models for Count …Change-point analysis for binomial autoregressive model with application to price stability counts (2024)Change-point analysis for bin…THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (2015)THE USE OF ANNUAL MILEAGE AS …Periodic integer-valued GARCH(1, 1) model (2015)Periodic integer-valued GARCH…Auto Insurance Premium Calculation Using Generalized Linear Models (2015)Auto Insurance Premium Calcul…Estimating the Change Point of Correlated Poisson Count Processes (2014)Estimating the Change Point o…A POSTERIORI RATEMAKING WITH PANEL DATA (2014)A POSTERIORI RATEMAKING WITH …A maximum likelihood approach to estimate the change point of multistage Poisson count processes (2014)A maximum likelihood approach…Forecast horizon aggregation in integer autoregressive moving average (INARMA) models (2011)Forecast horizon aggregation …Efficient Probabilistic Forecasts for Counts (2011)Efficient Probabilistic Forec…Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance (2006)Fixed versus Random Effects i…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Introductory Econometrics for Finance (2008)Panel Data Models With Interactive Fixed Effects (2009)Does Algorithmic Trading Improve Liquidity? (2011)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Asymmetric Information and Learning: Evidence from the Automobile Insurance Market (2005)Beyond Testing: Empirical Models of Insurance Markets (2010)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)A model of insurance markets with incomplete information (1977)Moral Hazard and Dynamic Insurance Data (2003)Stochastic Theory of a Risk Business (1970)Loss Distributions (1984)Allowance for Cost of Claims in Bonus-Malus Systems (1997)Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance (2001)Incentives, Learning, and Compensation: A Theoretical and Empirical Investigation of Managerial Labor Contracts (1986)Panel Data Models: Some Recent Developments (2001)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Multiple Dimensions of Private Information: Evidence from the Long-Term Care Insurance Market (2006)The World Factbook (2017)Near‐miss telematics in motor insurance (2021)The added value of dynamically updating motor insurance prices with telematics collected driving behavior data (2022)Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM (2024)Conditional logit analysis of qualitative choice behavior (1972)On the Pooling of Time Series and Cross Section Data (1978)Specification Tests in Econometrics (1978)Aging, Obsolescence, and Organizational Innovation (2000)Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity (2005)Competition and Innovation: An Inverted U Relationship (2008)Statistical and Financial Models of Insurance Pricing and the Insurance Firm (1991)An International Analysis of Underwriting Cycles in Property-Liability Insurance (1992)Adverse Selection in Insurance Markets (2000)Risk Classification for Claim Counts (2007)The robustness of output measures in property-liability insurance efficiency studies (2009)SEPARATING MORAL HAZARD FROM ADVERSE SELECTION AND LEARNING IN AUTOMOBILE INSURANCE: LONGITUDINAL EVIDENCE FROM FRANCE (2013)Stochastic volatility duration models (2003)
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References

  • 1984Econometric Models for Count Data with an Application to the Patents-R & D Relationship3,391 cited
  • 2003Panel Data Econometrics2,123 cited
  • 2000Testing for Asymmetric Information in Insurance Markets1,001 cited
  • 1995Bonus-Malus Systems in Automobile Insurance325 cited
  • 1994Evidence on Adverse Selection: Equilibrium Signaling and Cross-Subsidization in the Insurance Market280 cited
  • 2001Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment245 cited
  • 2013Handbook of Insurance230 cited
  • 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component162 cited
  • 1987Automobile Insurance: Actuarial Models128 cited

Cited by

  • 2015THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE74 cited
  • 2015Auto Insurance Premium Calculation Using Generalized Linear Models69 cited
  • 2011Efficient Probabilistic Forecasts for Counts60 cited
  • 2006Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance57 cited
  • 2011Forecast horizon aggregation in integer autoregressive moving average (INARMA) models39 cited
  • 2014

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A POSTERIORI RATEMAKING WITH PANEL DATA
33 cited
  • 2015Periodic integer-valued GARCH(1, 1) model20 cited
  • 2014Estimating the Change Point of Correlated Poisson Count Processes11 cited
  • 2014A maximum likelihood approach to estimate the change point of multistage Poisson count processes10 cited
  • 2024Change-point analysis for binomial autoregressive model with application to price stability counts7 cited