Multivariate probit models for conditional claim-types

DOI10.1016/J.INSMATHECO.2008.11.004MaRDI QIDQ1017764zbMATH OpenOpenAlexFDO

Authors Gary Young, Emiliano A. Valdez, Robert Kohn

Publication date 12 May 2009

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2008.11.004

zbMATH Keywords

correlationinsurancemultinomial logit

Mathematics Subject Classification ID

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Cites work

• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Discrete Choice Methods with Simulation
• Health Service Utilization and Insurance Coverage: A Multivariate Probit Analysis
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 3748284 (Why is no real title available?)
• Multinomial Logit Specification Tests

Cited in

(14)

• Modelling different types of automobile insurance fraud behaviour in the Spanish market
• Bayesian multivariate Poisson models for insurance ratemaking
• Multivariate modelling of multiple guarantees in motor insurance of a household
• Multivariate insurance models: an overview
• Joint modelling of the total amount and the number of claims by conditionals
• Multi-type insurance claim processes with high-dimensional covariates
• Multivariate Latent Risk: A Credibility Approach
• Health Service Utilization and Insurance Coverage: A Multivariate Probit Analysis
• Multivariate modelling of household claim frequencies in motor third-party liability insurance
• On the Multivariate Probit Model for Exchangeable Binary Data with Covariates
• Hierarchical insurance claims modeling
• Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
• Multivariate negative binomial models for insurance claim counts
• Predicting automobile claims bodily injury severity with sequential ordered logit models

Describes a project that uses

Uses Software

• Stata
• mvprobit

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