Longitudinal modeling of insurance claim counts using jitters
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Publication:4576844
DOI10.1080/03461238.2012.670611zbMATH Open1401.91195OpenAlexW3121590259MaRDI QIDQ4576844FDOQ4576844
Authors: Peng Shi, Emiliano A. Valdez 
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.670611
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- Long-tail longitudinal modeling of insurance company expenses
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- Dependent frequency-severity modeling of insurance claims
- Modelling repeated insurance claim frequency data using the generalized linear mixed model
Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (16)
- Ruin and deficit under claim arrivals with the order statistics property
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Regime-Switching Periodic Models For Claim Counts
- Diagnostic tests before modeling longitudinal actuarial data
- GAMLSS for Longitudinal Multivariate Claim Count Models
- Credibility premium for rate-making systems
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- Dependence modeling of frequency-severity of insurance claims using waiting time
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Empirical investigation of insurance claim dependencies using mixture models
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
- Multivariate negative binomial models for insurance claim counts
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