Investigating dependence between frequency and severity via simple generalized linear models
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 3063453 (Why is no real title available?)
- A mixed copula model for insurance claims and claim sizes
- Bayesian Premium Rating with Latent Structure
- Bayesian total loss estimation using shared random effects
- Dependent frequency-severity modeling of insurance claims
- Estimation of \(P[Y<X]\) for generalized Pareto distribution
- Extending the linear model with R. Generalized linear, mixed effects and nonparametric regression models.
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Fitting Tweedie's compound poisson model to insurance claims data
- Generalised linear models for aggregate claims: to Tweedie or not?
- Generalized linear models for dependent frequency and severity of insurance claims
- Heavy-tailed longitudinal data modeling using copulas
- Hierarchical insurance claims modeling
- Loss models. From data to decisions
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- On a risk model with dependence between interclaim arrivals and claim sizes
- On modeling claim frequency data in general insurance with extra zeros
- The net Bayes premium with dependence between the risk profiles
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
Cited in
(11)- Does hunger for bonuses drive the dependence between claim frequency and severity?
- A copula transformation in multivariate mixed discrete-continuous models
- Evaluating the failure risk with and without failure data
- Predictive compound risk models with dependence
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Generalized linear models for dependent frequency and severity of insurance claims
- Dependence modeling of frequency-severity of insurance claims using waiting time
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
- Dependent frequency-severity modeling of insurance claims
- Frequency-severity experience rating based on latent Markovian risk profiles
- On copula-based collective risk models: from elliptical copulas to vine copulas
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