Modelling the aggregate loss for insurance claims with dependence

DOI10.1080/03610926.2019.1659368MaRDI QIDQ5078508zbMATH OpenOpenAlexFDO

Authors Ning Wang, Nan Zhang, Zehui Liu, Linyi Qian

Publication date 23 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1659368

zbMATH Keywords

claim amountsclaim countsdependencegeneralized linear mixed modelsgeneralized linear modelsMCEM algorithmmetropolis-Hastings algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(13)

• Recursive estimation of the claim rates and sizes in an insurance model
• Risk aggregation in non-life insurance: standard models vs. internal models
• The multi-year non-life insurance risk in the additive loss reserving model
• Risk aggregation and stochastic claims reserving in disability insurance
• Joint modelling of the total amount and the number of claims by conditionals
• scientific article; zbMATH DE number 6611158 (Why is no real title available?)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
• Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
• scientific article; zbMATH DE number 6961560 (Why is no real title available?)
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
• Modelación predictiva de siniestros en seguros de no vida
• A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
• Dichotomous unimodal compound models: application to the distribution of insurance losses

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