Hierarchical generalized linear models, correlation and a posteriori ratemaking

DOI10.1016/J.PHYSA.2023.128534MaRDI QIDQ2689677zbMATH OpenOpenAlexFDO

Authors Mamadou Diagne, L. D. Gning, J. Michel Tchuenche

Publication date 13 March 2023

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2023.128534

zbMATH Keywords

a posteriori ratemakingcomputational statisticscount datahierarchical generalized linear modelmixture of binomial negative distributionmixture of Poisson distribution

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• A generalized Waring regression model for count data
• A posteriori ratemaking using bivariate Poisson models
• A POSTERIORI RATEMAKING WITH PANEL DATA
• A priori ratemaking using bivariate Poisson regression models
• Discussion on: ``The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• Distribution mixing in N and parametric credibility
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
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• scientific article; zbMATH DE number 890348 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Multivariate negative binomial models for insurance claim counts
• Negative Binomial Regression
• On the existence of maximum likelihood estimators in Poisson-gamma HGLM and negative binomial regression model
• The jackknife and bootstrap
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking

Cited in

(1)

• A POSTERIORI RATEMAKING WITH PANEL DATA

Describes a project that uses

Uses Software

• GWRM
• HGLMMM

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