The credibility premiums for models with dependence induced by common effects (Q1003811): Difference between revisions

@@ Property / author @@
+Li-Min Wen
@@ Property / author: Li-Min Wen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2008.09.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2036264522
@@ Property / OpenAlex ID: W2036264522 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
+Normal rank
@@ Property / cites work @@
+A course in credibility theory and its applications
+Normal rank
@@ Property / cites work @@
+Q5595993
@@ Property / cites work: Q5595993 / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+A longitudinal data analysis interpretation of credibility models
+Normal rank
@@ Property / cites work @@
+Case Studies Using Panel Data Models
@@ Property / cites work: Case Studies Using Panel Data Models / rank @@
+Normal rank
@@ Property / cites work @@
+Credibility Using Copulas
@@ Property / cites work: Credibility Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized correlation order and stop-loss order
@@ Property / cites work: Generalized correlation order and stop-loss order / rank @@
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+A credibility theory for automobile bonus systems
@@ Property / cites work: A credibility theory for automobile bonus systems / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence in Dynamic Claim Frequency Credibility Models
+Normal rank
@@ Property / cites work @@
+Linear models. Least squares and alternatives
@@ Property / cites work: Linear models. Least squares and alternatives / rank @@
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+A new characterization of distortion premiums via countable additivity for comonotonic risks
+Normal rank
@@ Property / cites work @@
+Claim dependence with common effects in credibility models
+Normal rank