A non-linear mixed model approach for excess of loss benchmark rating
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Publication:1707550
DOI10.1007/s13385-017-0145-3zbMath1394.91234MaRDI QIDQ1707550
Publication date: 3 April 2018
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-017-0145-3
62P05: Applications of statistics to actuarial sciences and financial mathematics
Uses Software
Cites Work
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- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
- Models for discrete longitudinal data.
- Non-Life Insurance Pricing with Generalized Linear Models
- Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs
- Statistics of Extremes
- Loss Models
- Linear mixed models for longitudinal data