Pages that link to "Item:Q1423358"
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The following pages link to Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358):
Displayed 11 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)
- The balanced credibility estimators with correlation risk and inflation factor (Q1685206) (← links)
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← 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)