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A dependent frequency–severity approach to modeling longitudinal insurance claims
16 references·0 citing·34 second hop
A dependent frequency–severity approach to modeling longitudinal insurance claims (2019)A dependent frequency–severity approach t…Multivariate Frequency-Severity Regression Models in Insurance (2016)Multivariate Frequency-Severi…Generalized linear models for dependent frequency and severity of insurance claims (2016)Generalized linear models for…Dependent frequency–severity modeling of insurance claims (2015)Dependent frequency–severity …Predictive Modeling Applications in Actuarial Science (2014)Predictive Modeling Applicati…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Total loss estimation using copula-based regression models (2013)Total loss estimation using c…Pair Copula Constructions for Multivariate Discrete Data (2012)Pair Copula Constructions for…Longitudinal modeling of insurance claim counts using jitters (2012)Longitudinal modeling of insu…Summarizing Insurance Scores Using a Gini Index (2011)Summarizing Insurance Scores …Predicting the Frequency and Amount of Health Care Expenditures (2011)Predicting the Frequency and …A mixed copula model for insurance claims and claim sizes (2011)A mixed copula model for insu…MODELS OF INSURANCE CLAIM COUNTS WITH TIME DEPENDENCE BASED ON GENERALISATION OF POISSON AND NEGATIVE BINOMIAL DISTRIBUTIONS (2008)MODELS OF INSURANCE CLAIM COU…Spatial modelling of claim frequency and claim size in non-life insurance (2007)Spatial modelling of claim fr…Loss Models: From Data to Decisions (2006)Loss Models: From Data to Dec…Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)Asymptotic efficiency of the …Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Maximum Likelihood Estimation of the Polychoric Correlation Coefficient (1979)A General Structural Equation Model with Dichotomous, Ordered Categorical, and Continuous Latent Variable Indicators (1984)Comparison of semiparametric and parametric methods for estimating copulas (2006)A review of copula models for economic time series (2012)Recursive Evaluation of a Family of Compound Distributions (1981)On conditional and intrinsic autoregressions (1995)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)A data driven binning strategy for the construction of insurance tariff classes (2018)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Uncertainty Analysis with High Dimensional Dependence Modelling (2006)Pair-copula constructions of multiple dependence (2007)Selection of Vine Copulas (2013)Modeling Customer Opt-In and Opt-Out in a Permission-Based Marketing Context (2014)Fitting Tweedie's compound poisson model to insurance claims data (1994)Bounds on Spearman’s rho when at least one random variable is discrete (2021)An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Copula approaches for modeling cross-sectional dependence of data breach losses (2018)Modeling Malicious Hacking Data Breach Risks (2020)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models (2017)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)The compound Poisson risk model with a threshold dividend strategy (2005)On composite lognormal-Pareto models (2007)Approximation of the tail probability of randomly weighted sums and applications (2008)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)
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References

  • 2014Dependence Modeling with Copulas1,564 cited
  • 1999Loss Models: From Data to Decisions1,232 cited
  • 2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
  • 2006Loss Models: From Data to Decisions230 cited
  • 2012Pair Copula Constructions for Multivariate Discrete Data194 cited
  • 2016Multivariate Frequency-Severity Regression Models in Insurance134 cited
  • 2016Generalized linear models for dependent frequency and severity of insurance claims131 cited
  • 2011A mixed copula model for insurance claims and claim sizes125 cited
  • 2014Predictive Modeling Applications in Actuarial Science121 cited
  • 2007Spatial modelling of claim frequency and claim size in non-life insurance96 cited
  • 2011Summarizing Insurance Scores Using a Gini Index96 cited
  • 2015Dependent frequency–severity modeling of insurance claims89 cited
  • 2011Predicting the Frequency and Amount of Health Care Expenditures73 cited
  • 2013Total loss estimation using copula-based regression models72 cited
  • 2008MODELS OF INSURANCE CLAIM COUNTS WITH TIME DEPENDENCE BASED ON GENERALISATION OF POISSON AND NEGATIVE BINOMIAL DISTRIBUTIONS57 cited

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  • 2012Longitudinal modeling of insurance claim counts using jitters44 cited
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