A multi-year microlevel collective risk model (Q2234768): Difference between revisions

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+Bayesian total loss estimation using shared random effects
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+Collective risk models with dependence
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+A mixed copula model for insurance claims and claim sizes
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+Actuarial Modelling of Claim Counts
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+Summarizing Insurance Scores Using a Gini Index
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+Generalized linear models for dependent frequency and severity of insurance claims
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+A Primer on Copulas for Count Data
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+Computation of multivariate normal and \(t\) probabilities
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+The net Bayes premium with dependence between the risk profiles
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+Predictive compound risk models with dependence
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+Q2915817
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+Total loss estimation using copula-based regression models
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+Factor copula models for multivariate data
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+Structured factor copula models: theory, inference and computation
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+A dependent frequency-severity approach to modeling longitudinal insurance claims
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+The Poisson random effect model for experience ratemaking: limitations and alternative solutions
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+COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY
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+Bayesian Gaussian Copula Factor Models for Mixed Data
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+Factor copula models for item response data
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+On copula-based collective risk models: from elliptical copulas to vine copulas
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+Bonus-Malus premiums under the dependent frequency-severity modeling
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+Does hunger for bonuses drive the dependence between claim frequency and severity?
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+POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD
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+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
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+Smooth nonparametric Bernstein vine copulas
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+Dependent frequency-severity modeling of insurance claims
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+Pair Copula Constructions for Insurance Experience Rating
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+On modeling claim frequency data in general insurance with extra zeros
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