Multivariate Latent Risk: A Credibility Approach

DOI10.2143/AST.38.1.2030406MaRDI QIDQ3395766zbMATH OpenOpenAlexFDO

Authors Martin Englund, Montserrat Guillen, Jim Gustafsson, Lars Nielsen, Jens Perch Nielsen

Publication date 13 September 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.38.1.2030406

zbMATH Keywords

bonus-malus systemmultivariate credibilitytime-dependent random effects

Mathematics Subject Classification ID

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Cites work

• A course in credibility theory and its applications
• Allowance for the Age of Claims in Bonus-Malus Systems
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Experience Rating Schemes for Fleets of Vehicles
• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models

Cited in

(16)

• The balanced credibility estimators with correlation risk and inflation factor
• Multidimensional credibility estimators with random common effects and time effects
• Credit portfolios, credibility theory, and dynamic empirical Bayes
• Multidimensional balanced credibility model with time effect and two level random common effects
• Multivariate modelling of multiple guarantees in motor insurance of a household
• On the credibility of insurance claim frequency: generalized count models and parametric estimators
• A posteriori ratemaking using bivariate Poisson models
• Multivariate modelling of household claim frequencies in motor third-party liability insurance
• Applications of risk theory and multivariate analysis in insurance practice
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
• Dynamic Bayesian ratemaking: a Markov chain approximation approach
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• Multivariate Credibility for Aggregate Loss Models
• Tweedie multivariate semi-parametric credibility with the exchangeable correlation
• Effective experience rating for large insurance portfolios via surrogate modeling
• Multidimensional credibility: a new approach based on joint distribution function

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