A posteriori ratemaking using bivariate Poisson models

DOI10.1080/03461238.2015.1094403zbMath1401.91100OpenAlexW2290070502MaRDI QIDQ4575456

Dimitris Karlis, Lluís Bermúdez

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/106603

zbMATH Keywords

Bayesian approachautomobile insurancebivariate Poisson regression modelsexperience rating models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (8)

Allowing for time and cross dependence assumptions between claim counts in ratemaking models ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ Hierarchical generalized linear models, correlation and a posteriori ratemaking ⋮ The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking ⋮ A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE

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• Bayesian multivariate Poisson models for insurance ratemaking
• A course in credibility theory and its applications
• Multivariate Latent Risk: A Credibility Approach
• Actuarial Modelling of Claim Counts
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Multivariate Credibility for Aggregate Loss Models

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