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Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
15 references·2 citing·33 second hop
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (2014)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…Risk Classification for Claim Counts (2007)Risk Classification for Claim…Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (2007)Actuarial Modelling of Claim …Loss Models: From Data to Decisions (2006)Loss Models: From Data to Dec…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…Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Fitting Tweedie's Compound Po…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York. (1998)S.A. Klugman, H.H. Panjer and…Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Machine Learning in P&C Insur…A data driven binning strategy for the construction of insurance tariff classes (2018)A data driven binning strateg…Generalized Linear Models and Actuarial Science (1996)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)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)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)The compound Poisson risk model with a threshold dividend strategy (2005)On composite lognormal-Pareto models (2007)Approximation of the tail probability of randomly weighted sums and applications (2008)
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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
  • 2006Loss Models: From Data to Decisions230 cited
  • 2010Modern Actuarial Risk Theory: Using R223 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
  • 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
  • 1998S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York.124 cited
  • 2007Risk Classification for Claim Counts114 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

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Cited by

  • 2018A data driven binning strategy for the construction of insurance tariff classes56 cited
  • 2020Machine Learning in P&C Insurance: A Review for Pricing and Reserving52 cited