Generalized linear models for dependent frequency and severity of insurance claims

DOI10.1016/j.insmatheco.2016.06.006zbMath1373.62515OpenAlexW2472716801MaRDI QIDQ2520448

Yanyan Li

Publication date: 13 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.006

zbMATH Keywords

generalized linear modeldependenceexponential dispersion modelsclaim severityclaim frequencyaggregate claims modelloss cost

Mathematics Subject Classification ID

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Cites Work

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• Dependent frequency-severity modeling of insurance claims
• Total loss estimation using copula-based regression models
• Generalised linear models for aggregate claims: to Tweedie or not?
• Copula credibility for aggregate loss models
• A mixed copula model for insurance claims and claim sizes
• Spatial modelling of claim frequency and claim size in non-life insurance
• Fitting Tweedie's compound poisson model to insurance claims data

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