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Allowance for Cost of Claims in Bonus-Malus Systems
5 references·7 citing·37 second hop
Allowance for Cost of Claims in Bonus-Malus Systems (1997)Allowance for Cost of Claims in Bonus-Mal…Bonus-Malus Systems in Automobile Insurance (1995)Bonus-Malus Systems in Automo…Modelling the Claims Process in the Presence of Covariates (1994)Modelling the Claims Process …Automobile insurance ratemaking in the presence of asymmetrical information (1992)Automobile insurance ratemaki…A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component (1989)A Generalization of Automobil…Experience Rating and Credibility (1967)Experience Rating and Credibi…Auto Insurance Premium Calculation Using Generalized Linear Models (2015)Auto Insurance Premium Calcul…OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (2014)OPTIMAL BONUS-MALUS SYSTEMS U…Statistical concepts of a priori and a posteriori risk classification in insurance (2011)Statistical concepts of a pri…Actuarial Applications of a Hierarchical Insurance Claims Model (2009)Actuarial Applications of a H…Copula credibility for aggregate loss models (2005)Copula credibility for aggreg…Experience Rating through Heterogeneous Models (2000)Experience Rating through Het…Designing Optimal Bonus-Malus Systems from Different Types of Claims (1998)Designing Optimal Bonus-Malus…Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Loss Models: From Data to Decisions (1999)Applying copula models to individual claim loss reserving methods (2009)Dependent Loss Reserving using Copulas (2011)Pair Copula Constructions for Insurance Experience Rating (2017)Specification Tests in Econometrics (1978)Limited-dependent and qualitative variables in econometrics (1983)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Econometric Models of Insurance under Asymmetric Information (2000)Adverse Selection and Moral Hazard in Insurance: Can Dynamic Data Help to Distinguish? (2003)Asymmetric Information and Learning: Evidence from the Automobile Insurance Market (2005)Generalized Linear Models for Insurance Data (2008)Modern Actuarial Risk Theory (2008)Non-Life Insurance Pricing with Generalized Linear Models (2010)High-value transportation disruption risk management: Shipment insurance with declared value (2017)Stochastic Theory of a Risk Business (1970)Loss Distributions (1984)Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance (2001)Risk Classification for Claim Counts (2007)Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data (2009)Statistics of Extremes (2004)Statistics of Extremes: Theory and Applications (2004)A data driven binning strategy for the construction of insurance tariff classes (2018)Automobile insurance classification ratemaking based on telematics driving data (2019)The Review of Economics and Statistics (1997)A Bayesian Hierarchical Model with Spatial Variable Selection: The Effect of Weather on Insurance Claims (2012)Actuarial Applications of Multivariate Two-Part Regression Models (2013)Multilevel modeling of insurance claims using copulas (2016)Actuarial graduation practice and generalised linear and non-linear models (1991)Deep learning in insurance: Accuracy and model interpretability using TabNet (2023)Multivariate probit models for conditional claim-types (2008)Predicting the Frequency and Amount of Health Care Expenditures (2011)Decision theoretic foundations of credibility theory (1989)A longitudinal data analysis interpretation of credibility models (1999)actuar: AnRPackage for Actuarial Science (2008)Stochastic volatility duration models (2003)
this work references cited by second hop

References

  • 1967Experience Rating and Credibility438 cited
  • 1995Bonus-Malus Systems in Automobile Insurance325 cited
  • 1992Automobile insurance ratemaking in the presence of asymmetrical information173 cited
  • 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component162 cited
  • 1994Modelling the Claims Process in the Presence of Covariates112 cited

Cited by

  • 2005Copula credibility for aggregate loss models87 cited
  • 2011Statistical concepts of a priori and a posteriori risk classification in insurance70 cited
  • 2015Auto Insurance Premium Calculation Using Generalized Linear Models69 cited
  • 2009Actuarial Applications of a Hierarchical Insurance Claims Model66 cited
  • 1998Designing Optimal Bonus-Malus Systems from Different Types of Claims62 cited
  • 2000Experience Rating through Heterogeneous Models54 cited
  • 2014OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS45 cited

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