Vehicle insurance rates on panel data

MaRDI QIDQ2801352zbMATHFDO

Authors Sandra Pitrebois, Jean-François Wahin, Michel Denuit

Publication date 7 April 2016

Published in Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=29

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Modelling repeated insurance claim frequency data using the generalized linear mixed model
• Modeling dependencies in claims reserving with GEE
• Generalized linear models for dependent frequency and severity of insurance claims
• Duration dependence models for claim counts
• Hierarchical insurance claims modeling

Describes a project that uses

Uses Software

• SAS

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