Pages that link to "Item:Q3596007"
From MaRDI portal
The following pages link to Actuarial Modelling of Claim Counts (Q3596007):
Displaying 50 items.
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Double-counting problem of the bonus-malus system (Q784429) (← links)
- Bayesian quantile regression model for claim count data (Q903343) (← links)
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation (Q998289) (← links)
- A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
- Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Analysis of relativity premium in bonus-malus system based on optimal linear method (Q1719245) (← links)
- Extension and application of credibility models in predicting claim frequency (Q1721199) (← links)
- An approach to merit rating by means of autoregressive sequences (Q1735050) (← links)
- Copula-based dependence between frequency and class in car insurance with excess zeros (Q1785232) (← links)
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data (Q1787154) (← links)
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
- Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- Empirical risk assessment of maintenance costs under full-service contracts (Q2079387) (← links)
- Stochastic reserving using policyholder information via EM algorithm (Q2110756) (← links)
- Boosting Poisson regression models with telematics car driving data (Q2127229) (← links)
- Bias regularization in neural network models for general insurance pricing (Q2209793) (← links)
- Life insurance and life settlement markets with overconfident policyholders (Q2211484) (← links)
- An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance (Q2219617) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- Multivariate modelling of multiple guarantees in motor insurance of a household (Q2304002) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- Bayesian total loss estimation using shared random effects (Q2347072) (← links)
- Optimal relativities and transition rules of a bonus-malus system (Q2347115) (← links)
- Bonus-malus systems with different claim types and varying deductibles (Q2360595) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Computing lower and upper expected first-passage and return times in imprecise birth-death chains (Q2374517) (← links)
- A maximum-entropy approach to the linear credibility formula (Q2444724) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking (Q2665879) (← 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)
- Credibility premium for rate-making systems (Q2980073) (← links)
- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution (Q3193133) (← links)
- A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
- MEASURING THE IMPACT OF A <i>BONUS-MALUS</i> SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE (Q4563799) (← links)
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
- RATEMAKING OF DEPENDENT RISKS (Q4563817) (← links)
- Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families (Q4567960) (← links)
- A posteriori ratemaking using bivariate Poisson models (Q4575456) (← links)
