Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
From MaRDI portal
Recommendations
- Nonparametric tests for Cox processes
- Normal approximation for fire incident simulation using permanental Cox processes
- The Cox Regression Model for Claims Data m Non-Life Insurance
- scientific article; zbMATH DE number 3954120
- Nonparametric estimation in the Cox model
- On a method for modelling square-Gaussian Cox processes
- Asymptotic behavior of generalized nonordinary Cox processes
- Structured spatio-temporal shot-noise Cox point process models, with a view to modeling forest fires
- Estimation and inference in nonparametric Cox-models: time transformation methods
Cites work
- A longitudinal data analysis interpretation of credibility models
- A micro-level claim count model with overdispersion and reporting delays
- A multivariate claim count model for applications in insurance
- Actuarial Modelling of Claim Counts
- Actuarial statistics with generalized linear mixed models
- Additive subordination and its applications in finance
- Case Studies Using Panel Data Models
- Doubly periodic non-homogeneous Poisson models for hurricane data
- Effective statistical learning methods for actuaries I. GLMs and extensions
- Exchangeable exogenous shock models
- scientific article; zbMATH DE number 3114766 (Why is no real title available?)
- scientific article; zbMATH DE number 3816881 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1257656 (Why is no real title available?)
- scientific article; zbMATH DE number 2063861 (Why is no real title available?)
- scientific article; zbMATH DE number 3050474 (Why is no real title available?)
- Introductory lectures on fluctuations of Lévy processes with applications.
- Loss models. From data to decisions
- Loss models. Further topics
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
- Multiple Regression Analysis of a Poisson Process
- Non-life insurance mathematics. An introduction with the Poisson process
- Non-life rate-making with Bayesian GAMs
- Pseudo Maximum Likelihood Methods: Theory
- Quantiles for Counts
- Regression modeling with actuarial and financial applications.
- Reinsurance. Actuarial and statistical aspects
- Robust Statistics
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
Cited in
(9)- Trend analysis and prediction procedures for time nonhomogeneous claim processes
- New Folded Models for the Log-Transformed Norwegian Fire Claim Data
- scientific article; zbMATH DE number 3954120 (Why is no real title available?)
- A Cox model for gradually disappearing events
- On a Risk Model With Dual Seasonalities
- Applications of the classical compound Poisson model with claim sizes following a compound distribution
- Normal approximation for fire incident simulation using permanental Cox processes
- Pricing cumulative loss derivatives under additive models via Malliavin calculus
- The aggregate discounted claims process under multiple and terminable arrivals renewal processes
This page was built for publication: Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5165007)
