Generalized Linear Models for Insurance Data
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- Effective statistical learning methods for actuaries I. GLMs and extensions
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Cited in
(only showing first 100 items - show all)- Selection of variables for automobile insurance rating
- The unifed distribution
- Bayesian nonparametric regression models for modeling and predicting healthcare claims
- Does hunger for bonuses drive the dependence between claim frequency and severity?
- Bayesian credibility for GLMs
- Cook's distance for generalized linear mixed models
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression
- A class of mixture of experts models for general insurance: theoretical developments
- Pricing service maintenance contracts using predictive analytics
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- Two-part models for assessing misrepresentation on risk status
- Generalized log-gamma additive partial linear models with P-spline smoothing
- Censored gamma regression with uncertain censoring status
- Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
- On the goodness-of-fit tests for gamma generalized linear models
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference
- Three-step risk inference in insurance ratemaking
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions
- Risk analysis with categorical explanatory variables
- On testing the hidden heterogeneity in negative binomial regression models
- Locally optimal designs for gamma models
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Bayesian total loss estimation using shared random effects
- A micro-level claim count model with overdispersion and reporting delays
- Risk aggregation in multivariate dependent Pareto distributions
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims
- Poisson-mixed inverse Gaussian regression model and its application
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- Combining generalized linear models and credibility models in practice
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
- Non-life insurance pricing with generalized linear models
- Modelling repeated insurance claim frequency data using the generalized linear mixed model
- A data driven binning strategy for the construction of insurance tariff classes
- An application of two-stage quantile regression to insurance ratemaking
- Estimating equations and diagnostic techniques applied to zero-inflated models for panel data
- On k-distorted generalized discrete family of distributions
- Fat-tailed regression modeling with spliced distributions
- Risk factors of losses of commercial medical insurance: an empirical analysis using generalized linear models
- Dependent frequency-severity modeling of insurance claims
- Two-step risk analysis in insurance ratemaking
- Bonus-malus premiums under the dependent frequency-severity modeling
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
- Valid model-free prediction of future insurance claims
- On hypothesis testing inference in location-scale models under model misspecification
- Modified ridge-type estimator for the gamma regression model
- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
- Modelling the aggregate loss for insurance claims with dependence
- Principal component ridge type estimator for the inverse Gaussian regression model
- Liu-type estimator for the gamma regression model
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis
- Testing for random effects in compound risk models via Bregman divergence
- A multiple state model for the working-age disabled population using cross-sectional data
- Predictive Analysis of Employee Loyalty: A Comparative Study Using Logistic Regression Model and Artificial Neural Network
- Incorporating heterogeneity into the prediction of total claim amount
- Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Boosting insights in insurance tariff plans with tree-based machine learning methods
- Regression modeling with actuarial and financial applications.
- An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
- Multivariate long-memory cohort mortality models
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes
- Effective statistical learning methods for actuaries I. GLMs and extensions
- Forecasting surrender rates using elliptical copulas and financial variables
- Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
- The Lomax regression model with residual analysis: an application to insurance data
- Performance of ridge estimator in inverse Gaussian regression model
- Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
- Applications of Statistics in the Field of General Insurance: An Overview
- Non-Life Insurance Risk Classification Using Categorical Embedding
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
- A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
- Data-driven preventive maintenance for a heterogeneous machine portfolio
- Parametric expectile regression and its application for premium calculation
- Construction of rating systems using global sensitivity analysis: a numerical investigation
- A new inverse extended Weibull distribution for modelling insurance loss data
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
- Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models
- Using quantile regression for rate-making
- Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
- Sequential estimation of generalized linear model coefficients
- Using neural networks for imputing missing values in insurance data
- From point to probabilistic gradient boosting for claim frequency and severity prediction
- A Unified Framework for Residual Diagnostics in Generalized Linear Models and Beyond
- Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff
- Assessing hail risk for property insurers with a dependent marked point process
- Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics
- Uncertainty in heteroscedastic Bayesian model averaging
- Hidden semi-Markov models for rainfall-related insurance claims
- Automated machine learning in insurance
- Discussion on “Sample Size Determination for Credibility Estimation,” by Liang Hong, Volume 26(4)
- Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data
- Insurance Ratemaking Using a Combined Quantile Regression Machine Learning Approach
- Closed-form estimators for multivariate regressions models: a single categorical variable approach
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