On the credibility of insurance claim frequency: generalized count models and parametric estimators
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Publication:2520462
DOI10.1016/j.insmatheco.2016.07.003zbMath1373.62508OpenAlexW2481413271MaRDI QIDQ2520462
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.2016.07.003
maximum likelihoodcredibilityPoissonBühlmann-Straub modelparametric estimatorsMittag-Leffler count modelWeibull count model
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Cites Work
- On optimal parameter estimation in credibility
- A course in credibility theory and its applications
- Research Note: Customer Intimacy and Cross-Selling Strategy
- Multivariate Latent Risk: A Credibility Approach
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
- A hierarchical credibility regression model
- Recursive credibility estimation
- Experience Rating Schemes for Fleets of Vehicles
- A count model based on Mittag-Leffler interarrival times
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