Generalized Linear Models for Insurance Data

DOI10.1017/CBO9780511755408zbMath1142.91046WikidataQ60700737 ScholiaQ60700737MaRDI QIDQ5444714

Publication date: 25 February 2008

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (76)

Censored gamma regression with uncertain censoring status ⋮ Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims ⋮ On hypothesis testing inference in location-scale models under model misspecification ⋮ Bayesian nonparametric regression models for modeling and predicting healthcare claims ⋮ Does hunger for bonuses drive the dependence between claim frequency and severity? ⋮ Bayesian credibility for GLMs ⋮ Modified ridge-type estimator for the gamma regression model ⋮ Cook's distance for generalized linear mixed models ⋮ On the goodness-of-fit tests for gamma generalized linear models ⋮ NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ A micro-level claim count model with overdispersion and reporting delays ⋮ Risk aggregation in multivariate dependent Pareto distributions ⋮ 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 ⋮ Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities ⋮ Three-step risk inference in insurance ratemaking ⋮ A data driven binning strategy for the construction of insurance tariff classes ⋮ An application of two-stage quantile regression to insurance ratemaking ⋮ Modelling the aggregate loss for insurance claims with dependence ⋮ Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ Liu-type estimator for the gamma regression model ⋮ Applications of Statistics in the Field of General Insurance: An Overview ⋮ Non-Life Insurance Risk Classification Using Categorical Embedding ⋮ A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio ⋮ Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction ⋮ Data-driven preventive maintenance for a heterogeneous machine portfolio ⋮ Parametric expectile regression and its application for premium calculation ⋮ Bayesian quantile regression model for claim count data ⋮ On k-distorted generalized discrete family of distributions ⋮ AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables ⋮ Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs ⋮ Estimating equations and diagnostic techniques applied to zero-inflated models for panel data ⋮ Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis ⋮ Using quantile regression for rate-making ⋮ A multiple state model for the working-age disabled population using cross-sectional data ⋮ Predictive Analysis of Employee Loyalty: A Comparative Study Using Logistic Regression Model and Artificial Neural Network ⋮ Fat-Tailed Regression Modeling with Spliced Distributions ⋮ Dependent frequency-severity modeling of insurance claims ⋮ Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression ⋮ ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING ⋮ A parametric regression framework for the skew sinh-arcsinh \(t\) distribution ⋮ Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach ⋮ Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods ⋮ Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance ⋮ A class of mixture of experts models for general insurance: theoretical developments ⋮ The unifed distribution ⋮ Pricing service maintenance contracts using predictive analytics ⋮ An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities ⋮ An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression ⋮ Two-step risk analysis in insurance ratemaking ⋮ Bonus-Malus premiums under the dependent frequency-severity modeling ⋮ Bivariate credibility bonus-malus premiums distinguishing between two types of claims ⋮ MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS ⋮ The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes ⋮ The Poisson random effect model for experience ratemaking: limitations and alternative solutions ⋮ Risk analysis with categorical explanatory variables ⋮ Poisson-mixed Inverse Gaussian Regression Model and Its Application ⋮ On testing the hidden heterogeneity in negative binomial regression models ⋮ Two-part models for assessing misrepresentation on risk status ⋮ Locally optimal designs for gamma models ⋮ 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 ⋮ A Bayesian nonparametric model and its application in insurance loss prediction ⋮ Double-counting problem of the bonus-malus system ⋮ Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models ⋮ Unnamed Item ⋮ The Lomax regression model with residual analysis: an application to insurance data ⋮ Bayesian total loss estimation using shared random effects ⋮ Performance of ridge estimator in inverse Gaussian regression model ⋮ Generalized log-gamma additive partial linear models with P-spline smoothing ⋮ Valid Model-Free Prediction of Future Insurance Claims ⋮ Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models

Uses Software

R

This page was built for publication: Generalized Linear Models for Insurance Data