Pages that link to "Item:Q3550882"

The following pages link to Non-Life Insurance Pricing with Generalized Linear Models (Q3550882):

Displaying 40 items.

• Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
• Making Tweedie's compound Poisson model more accessible (Q825297) (← links)
• A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
• Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157) (← links)
• Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data (Q2066785) (← links)
• Empirical risk assessment of maintenance costs under full-service contracts (Q2079387) (← links)
• Unraveling heterogeneity in cyber risks using quantile regressions (Q2138629) (← links)
• Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
• Bias regularization in neural network models for general insurance pricing (Q2209793) (← links)
• Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
• A self-organizing predictive map for non-life insurance (Q2323671) (← links)
• Bayesian total loss estimation using shared random effects (Q2347072) (← links)
• Generalised linear models for aggregate claims: to Tweedie or not? (Q2356243) (← links)
• A dynamic ``predict, then optimize'' preventive maintenance approach using operational intervention data (Q2672130) (← links)
• Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
• Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
• Dispersion Estimates for Poisson and Tweedie Models (Q3569715) (← links)
• A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
• An application of two-stage quantile regression to insurance ratemaking (Q4562046) (← links)
• Credibility pseudo-estimators (Q4562047) (← links)
• Inference in multiplicative pricing (Q4576875) (← links)
• Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
• Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
• Hierarchical credibility pseudo-estimators (Q5106338) (← links)
• Generalized Poisson–Lindley linear model for count data (Q5138736) (← links)
• (Q5154545) (← links)
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
• An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression (Q5206144) (← links)
• The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
• Insurance loss coverage and social welfare (Q5743533) (← links)
• A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing (Q5858899) (← links)
• Spatial Tweedie exponential dispersion models: an application to insurance rate-making (Q5861819) (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
• Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link (Q5872567) (← links)
• Applications of Statistics in the Field of General Insurance: An Overview (Q6064071) (← links)
• Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm (Q6152704) (← links)
• Bayesian CART models for insurance claims frequency (Q6152709) (← links)
• Data-driven preventive maintenance for a heterogeneous machine portfolio (Q6161906) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)