Credibility premium for rate-making systems
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Publication:2980073
DOI10.1080/03610926.2014.995823zbMath1367.62285OpenAlexW2293204674MaRDI QIDQ2980073
Amir T. Payandeh Najafabadi, Fatemeh Atatalab, Maryam Omidi Najafabadi
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.995823
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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Cites Work
- A new approach to the credibility formula
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
- A priori ratemaking using bivariate Poisson regression models
- Bonus-malus system using an exponential loss function with an inverse Gaussian distribution
- Bayesian multivariate Poisson models for insurance ratemaking
- Actuarial Modelling of Claim Counts
- Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
- Analysis of Zero-Inflated Poisson Data Incorporating Extent of Exposure
- Longitudinal modeling of insurance claim counts using jitters
- Regression Analysis of Count Data
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