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Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
7 references·7 citing·36 second hop
Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance (2001)Design of Optimal Bonus-Malus Systems Wit…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…Loss Distributions (1984)Loss DistributionsEconometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Econometric Models for Count …Specification Tests in Econometrics (1978)Specification Tests in Econom…Predictive compound risk models with dependence (2020)Predictive compound risk mode…Bivariate credibility bonus–malus premiums distinguishing between two types of claims (2016)Bivariate credibility bonus–m…OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (2014)OPTIMAL BONUS-MALUS SYSTEMS U…Frequency and Severity Models (2014)Frequency and Severity ModelsThe net Bayes premium with dependence between the risk profiles (2009)The net Bayes premium with de…Actuarial Applications of a Hierarchical Insurance Claims Model (2009)Actuarial Applications of a H…Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level (2006)Optimal Pricing of a Heteroge…Actuarial Modelling of Claim Counts (2007)Generalized Linear Models (2022)Limited-dependent and qualitative variables in econometrics (1983)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)Stochastic Theory of a Risk Business (1970)Allowance for Cost of Claims in Bonus-Malus Systems (1997)Risk Classification for Claim Counts (2007)Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data (2009)Actuarial Mathematics (1986)Stochastic comparisons of capital allocations with applications (2011)Optimal capital allocation based on the Tail Mean–Variance model (2013)On an Optimization Problem Related to Static Super-Replicating Strategies (2014)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The Review of Economics and Statistics (1997)Understanding Relationships Using Copulas (1998)Loss Models: From Data to Decisions (1999)Longitudinal modeling of insurance claim counts using jitters (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)Automobile insurance classification ratemaking based on telematics driving data (2019)Deep learning in insurance: Accuracy and model interpretability using TabNet (2023)Conditional logit analysis of qualitative choice behavior (1972)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)A synthesis of risk measures for capital adequacy (1999)Application of Coherent Risk Measures to Capital Requirements in Insurance (1999)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Stochastic volatility duration models (2003)Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)
this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 1984Econometric Models for Count Data with an Application to the Patents-R & D Relationship3,391 cited
  • 1995Bonus-Malus Systems in Automobile Insurance325 cited
  • 1984Loss Distributions245 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

  • 2009Actuarial Applications of a Hierarchical Insurance Claims Model66 cited
  • 2014OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS45 cited
  • 2006Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level40 cited
  • 2014Frequency and Severity Models35 cited
  • 2016Bivariate credibility bonus–malus premiums distinguishing between two types of claims32 cited
  • 2020Predictive compound risk models with dependence30 cited
  • 2009The net Bayes premium with dependence between the risk profiles30 cited

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