A posteriori ratemaking using bivariate Poisson models

DOI10.1080/03461238.2015.1094403MaRDI QIDQ4575456zbMATH OpenOpenAlexFDO

Authors Lluís Bermúdez, Dimitris Karlis

Publication date 13 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2445/106603

zbMATH Keywords

automobile insuranceBayesian approachbivariate Poisson regression modelsexperience rating models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A course in credibility theory and its applications
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• A priori ratemaking using bivariate Poisson regression models
• Actuarial Modelling of Claim Counts
• Bayesian multivariate Poisson models for insurance ratemaking
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• scientific article; zbMATH DE number 997340 (Why is no real title available?)
• scientific article; zbMATH DE number 410316 (Why is no real title available?)
• Multivariate Credibility for Aggregate Loss Models
• Multivariate Latent Risk: A Credibility Approach

Cited in

(17)

• A priori ratemaking using bivariate Poisson regression models
• Allowing for time and cross dependence assumptions between claim counts in ratemaking models
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• Bayesian multivariate Poisson models for insurance ratemaking
• The Poisson random effect model for experience ratemaking: limitations and alternative solutions
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Frequency-severity experience rating based on latent Markovian risk profiles
• Hierarchical generalized linear models, correlation and a posteriori ratemaking
• Ratemaking of dependent risks
• A POSTERIORI RATEMAKING WITH PANEL DATA
• A new multivariate zero-inflated hurdle model with applications in automobile insurance
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
• Effective experience rating for large insurance portfolios via surrogate modeling
• Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data
• Multivariate claim count regression model with varying dispersion and dependence parameters

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