Effective experience rating for large insurance portfolios via surrogate modeling

Cites Work

A comparative review of dimension reduction methods in approximate Bayesian computation
Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
Title not available (Why is that?)
Shape constrained additive models
Approximately sufficient statistics and Bayesian computation
Interpolation Processes
Handbook on loss reserving
A course in credibility theory and its applications
Hierarchical Insurance Claims Modeling
Actuarial Modelling of Claim Counts
A new approach to the credibility formula
A generalization of the credibility theory obtained by using the weighted balanced loss function
A mixed copula model for insurance claims and claim sizes
Credibility theory: A new view from the theory of second order optimal statistics.
Confidence, Likelihood, Probability
Bayesian credibility for GLMs
Combining generalized linear models and credibility models in practice
Probability
Regression Tree Credibility Model
Generalized linear models for dependent frequency and severity of insurance claims
Extension and application of credibility models in predicting claim frequency
A general optimal approach to Bühlmann credibility theory
A posteriori ratemaking using bivariate Poisson models
On choice of statistics in credibility estimation
A hierarchical reserving model for reported non-life insurance claims
Multivariate Latent Risk: A Credibility Approach
A survey on models for panel count data with applications to insurance
Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
An Introduction to Model-Based Survey Sampling with Applications
The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
Title not available (Why is that?)
Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
DISCRIMINATION-FREE INSURANCE PRICING
Risk and Insurance
EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
On the ordering of credibility factors
Modelling repeated insurance claim frequency data using the generalized linear mixed model
Abstract credibility

Cited In (1)

Applications of population sampling to insurance ratemaking and reserving

This page was built for publication: Effective experience rating for large insurance portfolios via surrogate modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607482)