Duration dependence models for claim counts

DOI10.1007/S11857-007-0003-5MaRDI QIDQ2384680zbMATH OpenOpenAlexFDO

Authors Jean-Philippe Boucher, Michel 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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A new approach for modeling economic count data
• Actuarial Modeling with MCMC and BUGs
• Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
• scientific article; zbMATH DE number 1237531 (Why is no real title available?)
• scientific article; zbMATH DE number 472921 (Why is no real title available?)
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• scientific article; zbMATH DE number 218911 (Why is no real title available?)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Model Selection and Multimodel Inference
• Model selection tests for nonlinear dynamic models
• On a General Class of "Contagious" Distributions
• Regression Methods for Poisson Process Data
• The Cox Regression Model for Claims Data m Non-Life Insurance

Cited in

(14)

• A claims persistence process and insurance
• Measuring the impact of dependence between claims occurrences.
• A micro-level claim count model with overdispersion and reporting delays
• On the analysis of time dependent claims in a class of birth process claim count models
• Vehicle insurance rates on panel data
• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• Longitudinal modeling of insurance claim counts using jitters
• A note on deficit analysis in dependency models involving Coxian claim amounts
• Allowance for the Age of Claims in Bonus-Malus Systems
• Regime-Switching Periodic Models For Claim Counts
• A survey on models for panel count data with applications to insurance
• Recurrence in workers' compensation claims: Estimates from a multiple spell hazard model
• On duration effects in non-life insurance pricing

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