Longitudinal modeling of insurance claim counts using jitters
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Publication:4576844
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Cites work
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1012992 (Why is no real title available?)
- scientific article; zbMATH DE number 3354336 (Why is no real title available?)
- A Primer on Copulas for Count Data
- A generalized concordance correlation coefficient based on the variance components generalized linear mixed models for overdispersed count data
- A semi-nonparametric approach to model panel count data
- A survey on models for panel count data with applications to insurance
- Actuarial Modelling of Claim Counts
- Constraints on concordance measures in bivariate discrete data
- Copula credibility for aggregate loss models
- Dependence in Dynamic Claim Frequency Credibility Models
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Goodness-of-fit tests for copulas
- Goodness-of-fit tests for copulas: A review and a power study
- Heavy-tailed longitudinal data modeling using copulas
- Hierarchical insurance claims modeling
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Joint regression analysis for discrete longitudinal data
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
- Long-tail longitudinal modeling of insurance company expenses
- Loss Models
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Models for discrete longitudinal data.
- Multiple Regression Analysis of a Poisson Process
- Multivariate longitudinal modeling of insurance company expenses
- Pseudo Maximum Likelihood Methods: Theory
- Regression modeling with actuarial and financial applications.
- Small sample estimation properties of longitudinal count models
- Tail Conditional Expectations for Elliptical Distributions
- Two-part regression models for longitudinal zero-inflated count data
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
Cited in
(19)- Regime-Switching Periodic Models For Claim Counts
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Diagnostic tests before modeling longitudinal actuarial data
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Multilevel modeling of insurance claims using copulas
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
- Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
- Multivariate negative binomial models for insurance claim counts
- GAMLSS for Longitudinal Multivariate Claim Count Models
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- Credibility premium for rate-making systems
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Ruin and deficit under claim arrivals with the order statistics property
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- Empirical investigation of insurance claim dependencies using mixture models
- Dependence modeling of frequency-severity of insurance claims using waiting time
- Pair copula constructions for insurance experience rating
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