GAMLSS for Longitudinal Multivariate Claim Count Models (Q6583009)

The paper's authors consider the various versions of the generalized additive models for location, scale, and shape (GAMLSS). Such models are mainly known for modeling the dependence between the number of claims and the contracts of the same insured over time. The authors demonstrate the advantages of the GAMLSS compared to other forecasting models. To illustrate the usefulness of the proposed model, the authors do so both theoretically and practically by applying particular cases of GAMLSS to real insurance data.