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Generalized linear models for dependent frequency and severity of insurance claims
2 references·3 citing·19 second hop
Generalized linear models for dependent frequency and severity of insurance claims (2016)Generalized linear models for dependent f…Multivariate Frequency-Severity Regression Models in Insurance (2016)Multivariate Frequency-Severi…Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…Bounds on Spearman’s rho when at least one random variable is discrete (2021)Bounds on Spearman’s rho when…Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)Boosting Insights in Insuranc…A dependent frequency–severity approach to modeling longitudinal insurance claims (2019)A dependent frequency–severit…An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Dependence Modeling with Copulas (2014)Copula approaches for modeling cross-sectional dependence of data breach losses (2018)Modeling Malicious Hacking Data Breach Risks (2020)Tweedie gradient boosting for extremely unbalanced zero-inflated data (2020)Loss Models: From Data to Decisions (1999)Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)The Black Box Society (2015)The Black Box Society: The Secret Algorithms That Control Money and Information (2016)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Boosting Poisson regression models with telematics car driving data (2021)Deep learning in insurance: Accuracy and model interpretability using TabNet (2023)Rank Correlation and Population Models (1950)The concept of comonotonicity in actuarial science and finance: theory (2002)On rank correlation measures for non-continuous random variables (2006)Spatial modelling of claim frequency and claim size in non-life insurance (2007)A mixed copula model for insurance claims and claim sizes (2011)Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)
this work references cited by second hop

References

  • 1994Fitting Tweedie's compound poisson model to insurance claims data201 cited
  • 2016Multivariate Frequency-Severity Regression Models in Insurance134 cited

Cited by

  • 2020Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods109 cited
  • 2019A dependent frequency–severity approach to modeling longitudinal insurance claims38 cited
  • 2021Bounds on Spearman’s rho when at least one random variable is discrete12 cited

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