GAMLSS for Longitudinal Multivariate Claim Count Models
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Publication:6583009
DOI10.1080/10920277.2023.2202707MaRDI QIDQ6583009FDOQ6583009
Authors: Jean-Philippe Boucher 
Publication date: 5 August 2024
Published in: North American Actuarial Journal (Search for Journal in Brave)
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- Generalized Additive Models for Location, Scale and Shape
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Actuarial Modelling of Claim Counts
- Longitudinal modeling of insurance claim counts using jitters
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- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
- Can automobile insurance telematics predict the risk of near-miss events?
- The design of an optimal bonus-malus system based on the Sichel distribution
- Testing for random effects in compound risk models via Bregman divergence
- Statistical foundations of actuarial learning and its applications
- Unravelling the predictive power of telematics data in car insurance pricing
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