Regime-Switching Periodic Models For Claim Counts
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Recommendations
- Duration dependence models for claim counts
- Longitudinal modeling of insurance claim counts using jitters
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models
- A multivariate claim count model for applications in insurance
- Dependent frequency-severity modeling of insurance claims
- On the credibility of insurance claim frequency: generalized count models and parametric estimators
- A micro-level claim count model with overdispersion and reporting delays
- Dependence modeling of frequency-severity of insurance claims using waiting time
Cites work
- Aspects of risk theory
- Doubly periodic non-homogeneous Poisson models for hurricane data
- Estimation of the Lundberg coefficient for a Markov modulated risk model
- Exponential inequalities for ruin probabilities in the Cox case
- Finite-time Lundberg inequalities in the Cox case
- scientific article; zbMATH DE number 3844884 (Why is no real title available?)
- scientific article; zbMATH DE number 5299204 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 815904 (Why is no real title available?)
- scientific article; zbMATH DE number 3050474 (Why is no real title available?)
- Lundberg inequalities for a Cox model with a piecewise constant intensity
- Martingales and insurance risk
- On A Surplus Process Under A Periodic Environment
- On double periodic non-homogeneous Poisson processes
- Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
- Risk theory in a Markovian environment
- Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
- Trend analysis and prediction procedures for time nonhomogeneous claim processes
Cited in
(8)- Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
- The order-statistic claim process with dependent claim frequencies and severities
- A micro-level claim count model with overdispersion and reporting delays
- On double periodic non-homogeneous Poisson processes
- Longitudinal modeling of insurance claim counts using jitters
- On A Surplus Process Under A Periodic Environment
- Forecasting natural disaster frequencies using nonstationary count time series models
- A non-parametric estimator for the doubly periodic Poisson intensity function
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