Diagnostic tests before modeling longitudinal actuarial data (Q6152700): Difference between revisions

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+On the ordering of credibility factors
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+Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
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+Copula credibility for aggregate loss models
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+Normal rank
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+An application of two-stage quantile regression to insurance ratemaking
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+Predictive compound risk models with dependence
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+A simple resampling method by perturbing the minimand
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+Two-step risk analysis in insurance ratemaking
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+Risk analysis with categorical explanatory variables
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+Using quantile regression for rate-making
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+Normal rank
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+A dependent frequency-severity approach to modeling longitudinal insurance claims
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+A multi-year microlevel collective risk model
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+Bonus-Malus premiums under the dependent frequency-severity modeling
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+MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE
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+Q2772105
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+Multilevel modeling of insurance claims using copulas
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+Longitudinal modeling of insurance claim counts using jitters
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+Pair Copula Constructions for Insurance Experience Rating
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+The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
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+OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS
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+Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models
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