Regression Modeling with Actuarial and Financial Applications
From MaRDI portal
Publication:5189113
DOI10.1017/CBO9780511814372zbMath1284.62010MaRDI QIDQ5189113
Publication date: 8 March 2010
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62Jxx) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (47)
Does hunger for bonuses drive the dependence between claim frequency and severity? ⋮ Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance ⋮ A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference ⋮ Inference for intermediate Haezendonck-Goovaerts risk measure ⋮ An application of two-stage quantile regression to insurance ratemaking ⋮ PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE ⋮ Claims Reserving with a Stochastic Vector Projection ⋮ Regression Modeling for the Valuation of Large Variable Annuity Portfolios ⋮ Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance ⋮ Compound unimodal distributions for insurance losses ⋮ Modeling partial Greeks of variable annuities with dependence ⋮ On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers ⋮ Longitudinal modeling of insurance claim counts using jitters ⋮ Insurance ratemaking using a copula-based multivariate Tweedie model ⋮ Risk aggregation under dependence uncertainty and an order constraint ⋮ A nonparametric sequential learning procedure for estimating the pure premium ⋮ On regime changes of COVID-19 outbreak ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Valuation of Large Variable Annuity Portfolios with Rank Order Kriging ⋮ Log-extended exponential-geometric parameters estimation using simple random sampling and moving extremes ranked set sampling ⋮ Parametric expectile regression and its application for premium calculation ⋮ Assessing inflation risk in non-life insurance ⋮ A new probability model with support on unit interval: structural properties, regression of bounded response and applications ⋮ Bias regularization in neural network models for general insurance pricing ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs ⋮ Data Clustering with Actuarial Applications ⋮ FREQUENTIST INFERENCE IN INSURANCE RATEMAKING MODELS ADJUSTING FOR MISREPRESENTATION ⋮ A multiple state model for the working-age disabled population using cross-sectional data ⋮ Fat-Tailed Regression Modeling with Spliced Distributions ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas ⋮ An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios ⋮ Robust and bias-corrected estimation of the coefficient of tail dependence ⋮ On the type I multivariate zero-truncated hurdle model with applications in health insurance ⋮ ACTUARIAL APPLICATIONS OF WORD EMBEDDING MODELS ⋮ The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes ⋮ The Poisson random effect model for experience ratemaking: limitations and alternative solutions ⋮ Discrete generalized half-normal distribution and its applications in quantile regression ⋮ Two-part models for assessing misrepresentation on risk status ⋮ An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking ⋮ The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking ⋮ Tail negative dependence and its applications for aggregate loss modeling ⋮ A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE ⋮ Renewal model for dependent binary sequences ⋮ Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models ⋮ Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade
Uses Software
This page was built for publication: Regression Modeling with Actuarial and Financial Applications
