Pages that link to "Item:Q2520448"

The following pages link to Generalized linear models for dependent frequency and severity of insurance claims (Q2520448):

Displaying 37 items.

• A new correlation coefficient between categorical, ordinal and interval variables with Pearson characteristics (Q830549) (← links)
• Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
• Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
• A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
• Unraveling heterogeneity in cyber risks using quantile regressions (Q2138629) (← links)
• Bounds on Spearman's rho when at least one random variable is discrete (Q2157228) (← links)
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
• Predictive compound risk models with dependence (Q2212152) (← links)
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
• A multi-year microlevel collective risk model (Q2234768) (← links)
• Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← links)
• Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
• A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
• BERT-based NLP techniques for classification and severity modeling in basic warranty data study (Q2682975) (← links)
• Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
• Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
• A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
• AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
• Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Compound sum distributions with dependence (Q5004990) (← links)
• EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
• Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
• Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
• TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE (Q5140080) (← links)
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
• Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
• Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (Q5165011) (← links)
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family (Q5228145) (← links)
• Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models (Q5877354) (← links)
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
• Bivariate distribution regression with application to insurance data (Q6152694) (← links)