Actuarial statistics with generalized linear mixed models
DOI10.1016/J.INSMATHECO.2006.02.013zbMATH Open1104.62111OpenAlexW1995051946MaRDI QIDQ865610FDOQ865610
Publication date: 19 February 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.02.013
Recommendations
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longitudinal dataBayesian statisticsgeneralized linear mixed modelscredibilitynon-life ratemakingworkers' compensation insurance
Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Approximate Inference in Generalized Linear Mixed Models
- Mixed Models
- Generalized linear mixed models a pseudo-likelihood approach
- Models for discrete longitudinal data.
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- Linear mixed models for longitudinal data
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- Standard Errors of Prediction in Generalized Linear Mixed Models
- Non-life rate-making with Bayesian GAMs
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- A longitudinal data analysis interpretation of credibility models
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- Lognormal Mixed Models for Reported Claims Reserves
- Dependence in Dynamic Claim Frequency Credibility Models
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- Case Studies Using Panel Data Models
Cited In (23)
- Machine learning with high-cardinality categorical features in actuarial applications
- Modeling dependencies in claims reserving with GEE
- A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS
- Modelling the aggregate loss for insurance claims with dependence
- Claims reserving in the hierarchical generalized linear model framework
- The determinants of mortality heterogeneity and implications for pricing annuities
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- Conditional least squares and copulae in claims reserving for a single line of business
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Estimation of the Jump Size Density in a Mixed Compound Poisson Process
- Bayesian total loss estimation using shared random effects
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
- Evolutionary Credibility Theory
- Solving sequences of generalized least-squares problems on multi-threaded architectures
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Robust loss reserving in a log-linear model
- Extension and application of credibility models in predicting claim frequency
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Fitting mixed-effects models when data are left truncated
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
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