Insurance ratemaking using a copula-based multivariate Tweedie model
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Cites work
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1495545 (Why is no real title available?)
- A generalized beta copula with applications in modeling multivariate long-tailed data
- A mixed copula model for insurance claims and claim sizes
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Bayesian multivariate Poisson models for insurance ratemaking
- Copula credibility for aggregate loss models
- Credibility Using Copulas
- Estimation of Relationships for Limited Dependent Variables
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Fitting Tweedie's compound poisson model to insurance claims data
- Hierarchical insurance claims modeling
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Managed care and health care utilization: specification of bivariate models using copulas
- Marginal regression analysis of a multivariate binary response
- Modelling multivariate binary data with alternating logistic regressions
- Multivariate longitudinal modeling of insurance company expenses
- Multivariate negative binomial models for insurance claim counts
- Regression modeling with actuarial and financial applications.
- Understanding Relationships Using Copulas
Cited in
(28)- Knowledge Learning of Insurance Risks Using Dependence Models
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- General insurance deductible ratemaking
- Mixture of expert regression for joint mean and dispersion models based on the Tweedie distribution family
- Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making
- Rank-based inference tools for copula regression, with property and casualty insurance applications
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference
- A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
- CMPH: a multivariate phase-type aggregate loss distribution
- Nonparametric Copula Estimation for Mixed Insurance Claim Data
- Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
- Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation
- A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
- Using copulas for rating weather index insurance contracts
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Multivariate modelling of household claim frequencies in motor third-party liability insurance
- Frequentist inference in insurance ratemaking models adjusting for misrepresentation
- Multilevel modeling of insurance claims using copulas
- Tweedie double GLM loss triangles with dependence within and across business lines
- Pair copula constructions for insurance experience rating
- Optimal reinsurance with model uncertainty and Stackelberg game
- Unraveling heterogeneity in cyber risks using quantile regressions
- Territorial risk classification using spatially dependent frequency-severity models
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- Loss amount prediction from textual data using a double GLM with shrinkage and selection
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