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Multivariate Latent Risk: A Credibility Approach
7 references·2 citing·30 second hop
Multivariate Latent Risk: A Credibility Approach (2008)Multivariate Latent Risk: A Credibility A…Allowance for the Age of Claims in Bonus-Malus Systems (2001)Allowance for the Age of Clai…Designing Optimal Bonus-Malus Systems from Different Types of Claims (1998)Designing Optimal Bonus-Malus…Allowance for Cost of Claims in Bonus-Malus Systems (1997)Allowance for Cost of Claims …Bonus-Malus Systems in Automobile Insurance (1995)Bonus-Malus Systems in Automo…Automobile insurance ratemaking in the presence of asymmetrical information (1992)Automobile insurance ratemaki…Recursive credibility estimation (1981)Recursive credibility estimat…Experience Rating and Credibility (1967)Experience Rating and Credibi…A posteriori ratemaking using bivariate Poisson models (2015)A posteriori ratemaking using…A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION (2011)A CORRELATION SENSITIVITY ANA…A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component (1989)Experience Rating through Heterogeneous Models (2000)Multivariate probit models for conditional claim-types (2008)Predicting the Frequency and Amount of Health Care Expenditures (2011)Specification Tests in Econometrics (1978)Limited-Dependent and Qualitative Variables in Econometrics (1983)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Adverse Selection and Moral Hazard in Insurance: Can Dynamic Data Help to Distinguish? (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Asymmetric Information and Learning: Evidence from the Automobile Insurance Market (2005)Actuarial Modelling of Claim Counts (2007)Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems (2007)Allowing for time and cross dependence assumptions between claim counts in ratemaking models (2018)A generalization of the collective theory of risk in regard to fluctuating basic-probabilities (1948)Decision theoretic foundations of credibility theory (1989)A longitudinal data analysis interpretation of credibility models (1999)actuar: AnRPackage for Actuarial Science (2008)An Introduction to Copulas (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Exponential smoothing and credibility theory (1982)Credibility estimators with geometric weights (1988)Credibility Models with Time-Varying Trend Components (1991)Copula credibility for aggregate loss models (2005)Statistical concepts of a priori and a posteriori risk classification in insurance (2011)Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments (2003)Dependence in Dynamic Claim Frequency Credibility Models (2003)A priori ratemaking using bivariate Poisson regression models (2008)Stochastic volatility duration models (2003)Risk Classification for Claim Counts (2007)
this work references cited by second hop

References

  • 1967Experience Rating and Credibility441 cited
  • 1995Bonus-Malus Systems in Automobile Insurance325 cited
  • 1992Automobile insurance ratemaking in the presence of asymmetrical information173 cited
  • 1997Allowance for Cost of Claims in Bonus-Malus Systems100 cited
  • 2001Allowance for the Age of Claims in Bonus-Malus Systems66 cited
  • 1998Designing Optimal Bonus-Malus Systems from Different Types of Claims62 cited
  • 1981Recursive credibility estimation55 cited

Cited by

  • 2011A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION47 cited
  • 2015A posteriori ratemaking using bivariate Poisson models26 cited

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