Duration dependence models for claim counts
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Publication:2384680
DOI10.1007/s11857-007-0003-5zbMath1119.62104OpenAlexW2082465736MaRDI QIDQ2384680
Jean-Philippe Boucher, Michel M. Denuit
Publication date: 10 October 2007
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-007-0003-5
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Cites Work
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- A new approach for modeling economic count data
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- The Cox Regression Model for Claims Data m Non-Life Insurance
- Regression Methods for Poisson Process Data
- Model Selection and Multimodel Inference
- Model selection tests for nonlinear dynamic models
- Actuarial Modeling with MCMC and BUGs
- On a General Class of "Contagious" Distributions
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