Pages that link to "Item:Q1423358"

The following pages link to Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358):

Displaying 22 items.

• Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
• On the link between credibility and frequency premium (Q974803) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
• The balanced credibility estimators with correlation risk and inflation factor (Q1685206) (← links)
• Multidimensional credibility estimators with random common effects and time effects (Q1697673) (← links)
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
• Multidimensional balanced credibility model with time effect and two level random common effects (Q2190269) (← links)
• Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (Q2212169) (← links)
• Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
• Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
• Copula credibility for aggregate loss models (Q2492180) (← links)
• Generalized estimating equations for variance and covariance parameters in regression credibility models (Q2507613) (← links)
• Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
• On the ordering of credibility factors (Q2665880) (← links)
• Regression credibility estimator with two-level common effects (Q5079455) (← links)
• POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD (Q5119569) (← links)
• Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
• Credibility estimators with dependence structure over risks and time under balanced loss function (Q6089169) (← links)