GAMLSS for Longitudinal Multivariate Claim Count Models

DOI10.1080/10920277.2023.2202707MaRDI QIDQ6583009zbMATH OpenFDO

Authors Jean-Philippe Boucher

Publication date 5 August 2024

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2023.2202707

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• A data driven binning strategy for the construction of insurance tariff classes
• A POSTERIORI RATEMAKING WITH PANEL DATA
• A practical guide to splines
• Actuarial Modelling of Claim Counts
• Bonus-Malus Systems
• Can automobile insurance telematics predict the risk of near-miss events?
• Constraints on concordance measures in bivariate discrete data
• Copula credibility for aggregate loss models
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Gaussian Markov random field spatial models in GAMLSS
• Generalized additive models
• Generalized Additive Models for Location, Scale and Shape
• Hierarchical insurance claims modeling
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• Longitudinal modeling of insurance claim counts using jitters
• Mean and dispersion modelling for policy claims costs
• Multivariate modelling of household claim frequencies in motor third-party liability insurance
• Non-life rate-making with Bayesian GAMs
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
• Predictive model assessment for count data
• Statistical foundations of actuarial learning and its applications
• Testing for random effects in compound risk models via Bregman divergence
• The design of an optimal bonus-malus system based on the Sichel distribution
• Unravelling the predictive power of telematics data in car insurance pricing

Cited in

(2)

• From point to probabilistic gradient boosting for claim frequency and severity prediction
• Automated machine learning in insurance

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