The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
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Publication:2665879
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- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
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- Allowing for time and cross dependence assumptions between claim counts in ratemaking models
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- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
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Cited in
(29)- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
- A class of mixture of experts models for general insurance: theoretical developments
- Bayesian multivariate Poisson models for insurance ratemaking
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Hierarchical generalized linear models, correlation and a posteriori ratemaking
- A posteriori ratemaking using bivariate Poisson models
- Insurance ratemaking using a copula-based multivariate Tweedie model
- scientific article; zbMATH DE number 908107 (Why is no real title available?)
- A class of mixture of experts models for general insurance: application to correlated claim frequencies
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
- Modelling the Claim Count with Poisson Regression and Negative Binomial Regression
- Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Diagnostic tests before modeling longitudinal actuarial data
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
- Effective experience rating for large insurance portfolios via surrogate modeling
- Applications of population sampling to insurance ratemaking and reserving
- Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data
- Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
- Statistical learning of trade credit insurance network data with applications to ratemaking and reserving
- Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance
- Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing
- Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
- Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
- Spatially Clustered Mixture of Experts Model for Dependent Frequency and Severity of Insurance Claims
- Matrix-based factor analysis on the prediction of insurance claims probability
- Multivariate negative binomial models for insurance claim counts
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