Modelling repeated insurance claim frequency data using the generalized linear mixed model
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Publication:3591863
DOI10.1080/0266476032000075949zbMATH Open1121.62522OpenAlexW2087841674MaRDI QIDQ3591863FDOQ3591863
Authors:
Publication date: 11 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0266476032000075949
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Cites Work
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- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Approximate Inference in Generalized Linear Mixed Models
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Best Linear Unbiased Estimation and Prediction under a Selection Model
- Fitting Tweedie's compound poisson model to insurance claims data
- Robust Estimation in Generalized Linear Mixed Models
- Multilevel models for survival analysis with random effects
- Selection of variables for automobile insurance rating
- RANDOM THRESHOLD MODELS APPLIED TO INFLATED ZERO CLASS DATA
- Estimation of surgeon effects in the analysis of post-operative colorectal cancer patients data
Cited In (11)
- Modelling the aggregate loss for insurance claims with dependence
- Incorporating heterogeneity into the prediction of total claim amount
- A class of mixture of experts models for general insurance: application to correlated claim frequencies
- MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA
- Effective experience rating for large insurance portfolios via surrogate modeling
- Longitudinal modeling of insurance claim counts using jitters
- Vehicle insurance rates on panel data
- Generalized linear models for dependent frequency and severity of insurance claims
- Actuarial statistics with generalized linear mixed models
- Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
- A non-linear mixed model approach for excess of loss benchmark rating
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