Hierarchical Insurance Claims Modeling

From MaRDI portal
Publication:5414018

DOI10.1198/016214508000000823zbMath1286.62087OpenAlexW2112523907MaRDI QIDQ5414018

Emiliano A. Valdez, Edward W. Frees

Publication date: 2 May 2014

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214508000000823



Related Items

Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing, Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach, Bayesian nonparametric regression models for modeling and predicting healthcare claims, A hierarchical reserving model for reported non-life insurance claims, A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference, Multilevel modeling of insurance claims using copulas, Sarmanov family of multivariate distributions for bivariate dynamic claim counts model, Extreme value modelling of water-related insurance claims, CMPH: a multivariate phase-type aggregate loss distribution, A data driven binning strategy for the construction of insurance tariff classes, MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION, FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM, Regression Modeling for the Valuation of Large Variable Annuity Portfolios, Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information, Earthquake parametric insurance with Bayesian spatial quantile regression, Longitudinal modeling of insurance claim counts using jitters, Recursions and fast Fourier transforms for a new bivariate aggregate claims model, Insurance ratemaking using a copula-based multivariate Tweedie model, Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture, Frequency-severity experience rating based on latent Markovian risk profiles, Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction, A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims, Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model, Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims, Individual claims reserving using activation patterns, A generalized beta copula with applications in modeling multivariate long-tailed data, AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION, A copula regression model for estimating firm efficiency in the insurance industry, Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models, Predictive compound risk models with dependence, Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio, Multivariate longitudinal modeling of insurance company expenses, Multivariate insurance models: an overview, A multivariate aggregate loss model, Quantiles in a multi-stage nested classification credibility model, Investigating dependence between frequency and severity via simple generalized linear models, Long-tail longitudinal modeling of insurance company expenses, Assessing the Reliability Function of Nanocomponents, Fat-Tailed Regression Modeling with Spliced Distributions, GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA, A New Class of Severity Regression Models with an Application to IBNR Prediction, Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods, Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas, Rank-based inference tools for copula regression, with property and casualty insurance applications, Bayesian multivariate Poisson models for insurance ratemaking, Pricing service maintenance contracts using predictive analytics, Predictive analytics of insurance claims using multivariate decision trees, Pair Copula Constructions for Insurance Experience Rating, MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA, Modelling mortality dependence: an application of dynamic vine copula, A priori ratemaking using bivariate Poisson regression models, Copula approaches for modeling cross-sectional dependence of data breach losses, Joint modelling of the total amount and the number of claims by conditionals, Multivariate negative binomial models for insurance claim counts, A POSTERIORI RATEMAKING WITH PANEL DATA, Exploring dependence structures in the international arms trade network: A network autocorrelation approach, On the evaluation of risk models with bivariate integer-valued time series, A modified pseudo-copula regression model for risk groups with various dependency levels, Multi-stage nested classification credibility quantile regression model, Modeling dependent yearly claim totals including zero claims in private health insurance, On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk, Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models