Actuarial Modelling of Claim Counts
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- scientific article; zbMATH DE number 6441102
- On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
- Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims
- scientific article; zbMATH DE number 1095135
- Risk models with premiums adjusted to claims number
- On the credibility of insurance claim frequency: generalized count models and parametric estimators
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Cited in
(90)- A priori ratemaking using bivariate Poisson regression models
- Does hunger for bonuses drive the dependence between claim frequency and severity?
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- A multivariate claim count model for applications in insurance
- Analysis of relativity premium in bonus-malus system based on optimal linear method
- Extension and application of credibility models in predicting claim frequency
- An approach to merit rating by means of autoregressive sequences
- Copula-based dependence between frequency and class in car insurance with excess zeros
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
- Pricing service maintenance contracts using predictive analytics
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- Empirical risk assessment of maintenance costs under full-service contracts
- Stochastic reserving using policyholder information via EM algorithm
- Boosting Poisson regression models with telematics car driving data
- Bias regularization in neural network models for general insurance pricing
- Life insurance and life settlement markets with overconfident policyholders
- An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
- A multi-year microlevel collective risk model
- Bayesian multivariate Poisson models for insurance ratemaking
- Ruin and deficit under claim arrivals with the order statistics property
- Multivariate modelling of multiple guarantees in motor insurance of a household
- 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
- Bayesian total loss estimation using shared random effects
- Optimal relativities and transition rules of a bonus-malus system
- Bonus-malus systems with different claim types and varying deductibles
- A micro-level claim count model with overdispersion and reporting delays
- Computing lower and upper expected first-passage and return times in imprecise birth-death chains
- A maximum-entropy approach to the linear credibility formula
- Joint modelling of the total amount and the number of claims by conditionals
- Optimal control of investment, premium and deductible for a non-life insurance company
- 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
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- Credibility premium for rate-making systems
- The design of an optimal bonus-malus system based on the Sichel distribution
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
- Theoretical and practical considerations regarding bonus-malus system
- A data driven binning strategy for the construction of insurance tariff classes
- Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
- A Bayesian joint model for population and portfolio-specific mortality
- Ratemaking of dependent risks
- Bonus-malus systems with two-component mixture models arising from different parametric families
- A posteriori ratemaking using bivariate Poisson models
- Longitudinal modeling of insurance claim counts using jitters
- Unconditional distributions obtained from conditional specification models with applications in risk theory
- Confidence intervals of the premiums of optimal bonus malus systems
- Functional form for the generalized Poisson regression model
- Allowance for the Age of Claims in Bonus-Malus Systems
- Multivariate modelling of household claim frequencies in motor third-party liability insurance
- Bonus-malus premiums under the dependent frequency-severity modeling
- Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- Nonparametric tests for Cox processes
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- A new discrete distribution: properties and applications in medical care
- Joint optimization of transition rules and the premium scale in a bonus-malus system
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
- The impacts of individual information on loss reserving
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Boosting insights in insurance tariff plans with tree-based machine learning methods
- A POSTERIORI RATEMAKING WITH PANEL DATA
- Modelling claim number using a new mixture model: negative binomial gamma distribution
- Portfolio size as function of the premium: modelling and optimization
- Optimal bonus-malus systems using finite mixture models
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
- Bayesian CART models for insurance claims frequency
- Data-driven preventive maintenance for a heterogeneous machine portfolio
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- A probability distribution for precipitation data analysis
- Microscopic traffic models, accidents, and insurance losses
- Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
- GAMLSS for Longitudinal Multivariate Claim Count Models
- Detection of interacting variables for generalized linear models via neural networks
- Effective experience rating for large insurance portfolios via surrogate modeling
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
- On the bias of commercial insurance premiums
- A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
- Assessing hail risk for property insurers with a dependent marked point process
- Bivariate phase-type distributions for experience rating in disability insurance
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Double-counting problem of the bonus-malus system
- Bayesian quantile regression model for claim count data
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
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