Pages that link to "Item:Q4959764"

The following pages link to Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764):

Displaying 9 items.

• A multi-year microlevel collective risk model (Q2234768) (← links)
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← 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)
• 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)
• Spatial Tweedie exponential dispersion models: an application to insurance rate-making (Q5861819) (← links)
• Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
• Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)