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ArticlePredictive compound risk models with dependence

Himchan Jeong2020

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Articlegreen2020

Predictive compound risk models with dependence

Himchan Jeong · Emiliano A. Valdez

30 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1984Econometric Models for Count Data with an Application to the Patents-R&D Relationship 1984Econometric Models for Count Data with an Application to the Patents-R&D Relationship 2006Multivariate generalized Pareto distributions 2008Hierarchical Insurance Claims Modeling 1989A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component 2016Generalized linear models for dependent frequency and severity of insurance claims 1999A longitudinal data analysis interpretation of credibility models 2001Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance

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2023Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting

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Year2020

Typearticle

Published2020-08-08

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations30

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2020.07.011

openalex_workW3048078141

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