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Allowing for time and cross dependence assumptions between claim counts in ratemaking models
8 references·0 citing·28 second hop
Allowing for time and cross dependence assumptions between claim counts in ratemaking models (2018)Allowing for time and cross dependence as…A posteriori ratemaking using bivariate Poisson models (2015)A posteriori ratemaking using…A POSTERIORI RATEMAKING WITH PANEL DATA (2014)A POSTERIORI RATEMAKING WITH …Multivariate negative binomial models for insurance claim counts (2013)Multivariate negative binomia…Bayesian multivariate Poisson models for insurance ratemaking (2010)Bayesian multivariate Poisson…MODELS OF INSURANCE CLAIM COUNTS WITH TIME DEPENDENCE BASED ON GENERALISATION OF POISSON AND NEGATIVE BINOMIAL DISTRIBUTIONS (2008)MODELS OF INSURANCE CLAIM COU…A priori ratemaking using bivariate Poisson regression models (2008)A priori ratemaking using biv…Actuarial Modelling of Claim Counts (2007)Actuarial Modelling of Claim …Heterogeneous INAR(1) model with application to car insurance (2004)Heterogeneous INAR(1) model w…Generalized Linear Models and Actuarial Science (1996)Analysis of sports data by using bivariate Poisson models (2003)Hierarchical Insurance Claims Modeling (2008)A class of mixture of experts models for general insurance: Theoretical developments (2019)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Testing for Asymmetric Information in Insurance Markets (2000)Panel Data Econometrics (2003)Efficient Probabilistic Forecasts for Counts (2011)Auto Insurance Premium Calculation Using Generalized Linear Models (2015)THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (2015)Experience Rating and Credibility (1967)Bonus-Malus Systems in Automobile Insurance (1995)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (2016)Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution (2019)Generalized Linear Models (2022)An Introduction to Copulas (1999)An Introduction to Copulas (2006)Predictive compound risk models with dependence (2020)A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component (1989)Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (2007)Insurance ratemaking using a copula-based multivariate Tweedie model (2014)Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (2019)Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data (2009)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)Multivariate Tweedie distributions and some related capital-at-risk analyses (2009)A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (2016)
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References

  • 2007Actuarial Modelling of Claim Counts200 cited
  • 2004Heterogeneous INAR(1) model with application to car insurance92 cited
  • 2013Multivariate negative binomial models for insurance claim counts84 cited
  • 2010Bayesian multivariate Poisson models for insurance ratemaking80 cited
  • 2008MODELS OF INSURANCE CLAIM COUNTS WITH TIME DEPENDENCE BASED ON GENERALISATION OF POISSON AND NEGATIVE BINOMIAL DISTRIBUTIONS57 cited
  • 2008A priori ratemaking using bivariate Poisson regression models56 cited
  • 2014A POSTERIORI RATEMAKING WITH PANEL DATA33 cited
  • 2015A posteriori ratemaking using bivariate Poisson models26 cited

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