Actuarial Modelling of Claim Counts

DOI10.1002/9780470517420zbMath1168.91001OpenAlexW2485717584MaRDI QIDQ3596007

Xavier Maréchal, Sanda Pitrebois, Jean François Walhin, Michel M. Denuit

Publication date: 28 August 2007

Full work available at URL: https://doi.org/10.1002/9780470517420

zbMATH Keywords

risk classificationcredibility, Bonus-Malus-Systemefficiency and bonus hungermodelling claim countsmulti-event-systems

Mathematics Subject Classification ID

Related Items (77)

Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing ⋮ Bonus-malus systems with different claim types and varying deductibles ⋮ Boosting Poisson regression models with telematics car driving data ⋮ Does hunger for bonuses drive the dependence between claim frequency and severity? ⋮ Allowing for time and cross dependence assumptions between claim counts in ratemaking models ⋮ Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model ⋮ A micro-level claim count model with overdispersion and reporting delays ⋮ Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance ⋮ Computing lower and upper expected first-passage and return times in imprecise birth-death chains ⋮ Sarmanov family of multivariate distributions for bivariate dynamic claim counts model ⋮ Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities ⋮ JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE ⋮ The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution ⋮ A data driven binning strategy for the construction of insurance tariff classes ⋮ MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE ⋮ A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY ⋮ RATEMAKING OF DEPENDENT RISKS ⋮ Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families ⋮ Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance ⋮ A posteriori ratemaking using bivariate Poisson models ⋮ Longitudinal modeling of insurance claim counts using jitters ⋮ Unconditional distributions obtained from conditional specification models with applications in risk theory ⋮ Optimal control of investment, premium and deductible for a non-life insurance company ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking ⋮ Confidence intervals of the premiums of optimal bonus malus systems ⋮ Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction ⋮ Bayesian CART models for insurance claims frequency ⋮ Data-driven preventive maintenance for a heterogeneous machine portfolio ⋮ Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims ⋮ A probability distribution for precipitation data analysis ⋮ Bayesian quantile regression model for claim count data ⋮ AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION ⋮ Bias regularization in neural network models for general insurance pricing ⋮ Life insurance and life settlement markets with overconfident policyholders ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ Credibility premium for rate-making systems ⋮ A new discrete distribution: properties and applications in medical care ⋮ A maximum-entropy approach to the linear credibility formula ⋮ Analysis of relativity premium in bonus-malus system based on optimal linear method ⋮ Extension and application of credibility models in predicting claim frequency ⋮ An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance ⋮ JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM ⋮ An approach to merit rating by means of autoregressive sequences ⋮ A multi-year microlevel collective risk model ⋮ PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE ⋮ THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING ⋮ Nonparametric tests for Cox processes ⋮ Functional Form for the Generalized Poisson Regression Model ⋮ Portfolio size as function of the premium: modelling and optimization ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods ⋮ OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS ⋮ Bayesian multivariate Poisson models for insurance ratemaking ⋮ Copula-based dependence between frequency and class in car insurance with excess zeros ⋮ Pricing service maintenance contracts using predictive analytics ⋮ COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data ⋮ Ruin and deficit under claim arrivals with the order statistics property ⋮ MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE ⋮ Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities ⋮ A priori ratemaking using bivariate Poisson regression models ⋮ Bonus-Malus premiums under the dependent frequency-severity modeling ⋮ Joint modelling of the total amount and the number of claims by conditionals ⋮ Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape ⋮ A POSTERIORI RATEMAKING WITH PANEL DATA ⋮ Multivariate modelling of multiple guarantees in motor insurance of a household ⋮ Modelling claim number using a new mixture model: negative binomial gamma distribution ⋮ The Poisson random effect model for experience ratemaking: limitations and alternative solutions ⋮ The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking ⋮ Empirical risk assessment of maintenance costs under full-service contracts ⋮ Double-counting problem of the bonus-malus system ⋮ Bayesian total loss estimation using shared random effects ⋮ Optimal relativities and transition rules of a bonus-malus system ⋮ Stochastic reserving using policyholder information via EM algorithm

Uses Software

• ISwR

This page was built for publication: Actuarial Modelling of Claim Counts