Dependent Multi-Peril Ratemaking Models
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Recommendations
- Ratemaking of dependent risks
- Predictive compound risk models with dependence
- Collective risk models with dependence
- Collective risk models with dependence uncertainty
- Ruin probability for dependent risk model with variable interest rates
- A perturbed risk model with dependence between premium rates and claim sizes
- A flexible model for actuarial risks under dependence
- Ruin problems in risk models with dependent rates of interest
Cited in
(16)- Allowing for time and cross dependence assumptions between claim counts in ratemaking models
- CMPH: a multivariate phase-type aggregate loss distribution
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- On the evaluation of risk models with bivariate integer-valued time series
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- A multivariate aggregate loss model
- A modified pseudo-copula regression model for risk groups with various dependency levels
- Ratemaking of dependent risks
- Multivariate modelling of household claim frequencies in motor third-party liability insurance
- Knowledge Learning of Insurance Risks Using Dependence Models
- General insurance deductible ratemaking
- Non-Life Insurance Risk Classification Using Categorical Embedding
- Robust claim frequency modeling through phase-type mixture-of-experts regression
- Individual claims reserving using activation patterns
- Individual loss reserving for multi-coverage insurance
- Matrix-based factor analysis on the prediction of insurance claims probability
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