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Modelling the Claims Process in the Presence of Covariates
1 references·11 citing·46 second hop
Modelling the Claims Process in the Presence of Covariates (1994)Modelling the Claims Process in the Prese…Actuarial graduation practice and generalised linear and non-linear models (1991)Actuarial graduation practice…Deep learning in insurance: Accuracy and model interpretability using TabNet (2023)Deep learning in insurance: A…Automobile insurance classification ratemaking based on telematics driving data (2019)Automobile insurance classifi…Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)Insurance Premium Prediction …Actuarial Applications of a Hierarchical Insurance Claims Model (2009)Actuarial Applications of a H…Spatial modelling of claim frequency and claim size in non-life insurance (2007)Spatial modelling of claim fr…Non-life rate-making with Bayesian GAMs (2004)Non-life rate-making with Bay…Dependence in Dynamic Claim Frequency Credibility Models (2003)Dependence in Dynamic Claim F…Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments (2003)Bonus‐Malus Scales in Segment…Bayesian Premium Rating with Latent Structure (2002)Bayesian Premium Rating with …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…Allowance for Cost of Claims in Bonus-Malus Systems (1997)Allowance for Cost of Claims …Recursive Evaluation of a Family of Compound Distributions (1981)On conditional and intrinsic autoregressions (1995)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Total loss estimation using copula-based regression models (2013)Dependent frequency–severity modeling of insurance claims (2015)A data driven binning strategy for the construction of insurance tariff classes (2018)A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component (1989)Automobile insurance ratemaking in the presence of asymmetrical information (1992)Bonus-Malus Systems in Automobile Insurance (1995)A priori ratemaking using bivariate Poisson regression models (2008)OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (2014)Boosting Poisson regression models with telematics car driving data (2021)Fitting Tweedie's compound poisson model to insurance claims data (1994)Generalized Linear Models and Actuarial Science (1996)Statistical concepts of a priori and a posteriori risk classification in insurance (2011)Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (2014)Auto Insurance Premium Calculation Using Generalized Linear Models (2015)Experience Rating and Credibility (1967)Copula credibility for aggregate loss models (2005)On graduation by mathematical formula (1988)Statistical motor rating: making effective use of your data (1992)Credibility Theory and Generalized Linear Models (1997)Bayesian Analysis of Mortality Data (2001)Specification Tests in Econometrics (1978)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level (2006)The Review of Economics and Statistics (1997)Understanding Relationships Using Copulas (1998)Loss Models: From Data to Decisions (1999)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)Health, economics, and health economics (1982)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Non-Life Insurance Pricing with Generalized Linear Models (2010)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Who Should I Trust: AI or Myself? Leveraging Human and AI Correctness Likelihood to Promote Appropriate Trust in AI-Assisted Decision-Making (2023)Testing for Adverse Selection in Insurance Markets (2009)Gradient boosting trees for auto insurance loss cost modeling and prediction (2011)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Recent Challenges in Actuarial Science (2021)The added value of dynamically updating motor insurance prices with telematics collected driving behavior data (2022)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)An Ensemble Learning Approach Based on TabNet and Machine Learning Models for Cheating Detection in Educational Tests (2023)Hybrid black-box classification for customer churn prediction with segmented interpretability analysis (2024)
this work references cited by second hop

References

  • 1991Actuarial graduation practice and generalised linear and non-linear models67 cited

Cited by

  • 2023Deep learning in insurance: Accuracy and model interpretability using TabNet138 cited
  • 2019Automobile insurance classification ratemaking based on telematics driving data119 cited
  • 2001Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance110 cited
  • 2016Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models100 cited
  • 1997Allowance for Cost of Claims in Bonus-Malus Systems100 cited
  • 2007Spatial modelling of claim frequency and claim size in non-life insurance96 cited
  • 2004Non-life rate-making with Bayesian GAMs75 cited
  • 2009Actuarial Applications of a Hierarchical Insurance Claims Model66 cited
  • 2003Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments62 cited
  • 2003Dependence in Dynamic Claim Frequency Credibility Models49 cited
  • 2002Bayesian Premium Rating with Latent Structure38 cited

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