Actuarial statistics with generalized linear mixed models
From MaRDI portal
Recommendations
- Generalized Linear Models for Insurance Data
- Full credibility with generalized linear and mixed models
- Effective statistical learning methods for actuaries I. GLMs and extensions
- A longitudinal data analysis interpretation of credibility models
- Modelling repeated insurance claim frequency data using the generalized linear mixed model
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 107531 (Why is no real title available?)
- scientific article; zbMATH DE number 3551731 (Why is no real title available?)
- scientific article; zbMATH DE number 3609032 (Why is no real title available?)
- scientific article; zbMATH DE number 718799 (Why is no real title available?)
- scientific article; zbMATH DE number 1095135 (Why is no real title available?)
- scientific article; zbMATH DE number 3314912 (Why is no real title available?)
- A longitudinal data analysis interpretation of credibility models
- Approximate Inference in Generalized Linear Mixed Models
- Case Studies Using Panel Data Models
- Dependence in Dynamic Claim Frequency Credibility Models
- General design Bayesian generalized linear mixed models
- Generalized linear mixed models a pseudo-likelihood approach
- Generalized, linear, and mixed models
- Linear mixed models for longitudinal data
- Lognormal mixed models for reported claims reserves
- Mixed Models
- Models for discrete longitudinal data.
- Non-life rate-making with Bayesian GAMs
- Random-Effects Models for Longitudinal Data
- Standard Errors of Prediction in Generalized Linear Mixed Models
Cited in
(30)- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Evolutionary Credibility Theory
- Full credibility with generalized linear and mixed models
- Solving sequences of generalized least-squares problems on multi-threaded architectures
- Robust loss reserving in a log-linear model
- Machine learning with high-cardinality categorical features in actuarial applications
- Testing for random effects in compound risk models via Bregman divergence
- The determinants of mortality heterogeneity and implications for pricing annuities
- Bayesian total loss estimation using shared random effects
- Modelling the aggregate loss for insurance claims with dependence
- Extension and application of credibility models in predicting claim frequency
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Conditional least squares and copulae in claims reserving for a single line of business
- Modeling dependencies in claims reserving with GEE
- On linear mixed models and their influence diagnostics applied to an actuarial problem
- Effective statistical learning methods for actuaries I. GLMs and extensions
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Generalized Linear Models for Insurance Data
- Claims reserving in the hierarchical generalized linear model framework
- Modelling repeated insurance claim frequency data using the generalized linear mixed model
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Fitting mixed-effects models when data are left truncated
- Generalized likelihood summary in actuarial prediction problems
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- A credibility approach for combining likelihoods of generalized linear models
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
- Estimation of the jump size density in a mixed compound Poisson process
This page was built for publication: Actuarial statistics with generalized linear mixed models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q865610)
