Effective experience rating for large insurance portfolios via surrogate modeling
From MaRDI portal
Publication:6607482
Recommendations
- An Accurate Asymptotic Approximation for Experience Rated Premiums
- Experience rating under the exponential premium principle
- Credibility estimation of distribution functions with applications to experience rating in general insurance
- Robust Bayesian Experience Rating
- Experience rating of risk premium for moment-related premium principle
Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- A comparative review of dimension reduction methods in approximate Bayesian computation
- A course in credibility theory and its applications
- A general optimal approach to Bühlmann credibility theory
- A generalization of the credibility theory obtained by using the weighted balanced loss function
- A hierarchical reserving model for reported non-life insurance claims
- A mixed copula model for insurance claims and claim sizes
- A new approach to the credibility formula
- A posteriori ratemaking using bivariate Poisson models
- A suitable alternative to the Pareto distribution
- A survey on models for panel count data with applications to insurance
- Abstract credibility
- Actuarial Modelling of Claim Counts
- An Introduction to Model-Based Survey Sampling with Applications
- Approximately sufficient statistics and Bayesian computation
- Bayesian credibility for GLMs
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Combining generalized linear models and credibility models in practice
- Confidence, Likelihood, Probability
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- Credibility theory: A new view from the theory of second order optimal statistics.
- Discrimination-free insurance pricing
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
- Extension and application of credibility models in predicting claim frequency
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
- Generalized linear models for dependent frequency and severity of insurance claims
- Handbook on loss reserving
- Hierarchical insurance claims modeling
- Interpolation Processes
- Modelling repeated insurance claim frequency data using the generalized linear mixed model
- Multivariate Latent Risk: A Credibility Approach
- On choice of statistics in credibility estimation
- On the ordering of credibility factors
- Probability
- Regression tree credibility model
- Risk and insurance. A graduate text
- Shape constrained additive models
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
Cited in
(2)
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)
