Regression Models for Bivariate Loss Data

DOI10.1080/10920277.2002.10596065MaRDI QIDQ5715894zbMATH OpenOpenAlexFDO

Authors David P. M. Scollnik

Publication date 5 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2002.10596065

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear inference, regression (62J99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Bayesian total loss estimation using shared random effects
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• scientific article; zbMATH DE number 2054512
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Cites work

• A discussion of parameter and model uncertainty in insurance
• Actuarial Modeling with MCMC and BUGs
• Bayesian statistical modelling
• Efficient parametrisations for normal linear mixed models
• Fitting bivariate loss distributions with copulas
• scientific article; zbMATH DE number 3613978 (Why is no real title available?)
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences

Cited in

(5)

• Tweedie double GLM loss triangles with dependence within and across business lines
• Second-order Bayesian revision of a generalised linear model
• scientific article; zbMATH DE number 2054512 (Why is no real title available?)
• A class of bivariate regression models for discrete and/or continuous responses
• Fuzzy formulation of the Lee-Carter model for mortality forecasting

Describes a project that uses

Uses Software

• WinBUGS

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