Pages that link to "Item:Q4661656"
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The following pages link to Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (Q4661656):
Displayed 50 items.
- A simple insurance model: optimal coverage and deductible (Q286017) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- On Hinde-Demétrio regression models for overdispersed count data (Q713774) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Making Tweedie's compound Poisson model more accessible (Q825297) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Structural, continuity, and asymptotic properties of a branching particle system (Q1033570) (← links)
- On diagnostics in double generalized linear models (Q1615127) (← links)
- On the mean value parametrization of natural exponential families -- a revisited review (Q1695544) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- A Cape Cod model for the exponential dispersion family (Q1735039) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Alternative forms of compound fractional Poisson processes (Q1925425) (← links)
- The facts on the ground: evaluating humanitarian fleet management policies using simulation (Q2030314) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Tweedie double GLM loss triangles with dependence within and across business lines (Q2066787) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← links)
- Orthogonal nonnegative matrix tri-factorization based on Tweedie distributions (Q2303051) (← links)
- A new class of continuous Bayesian networks (Q2330015) (← links)
- Generalised linear models for aggregate claims: to Tweedie or not? (Q2356243) (← links)
- New properties and representations for members of the power-variance family. II (Q2393661) (← links)
- No counts, no variance: allowing for loss of degrees of freedom when assessing biological variability from RNA-seq data (Q2406178) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- Loss amount prediction from textual data using a double GLM with shrinkage and selection (Q2677931) (← links)
- Bayesian hierarchical modelling of continuous non‐negative longitudinal data with a spike at zero: An application to a study of birds visiting gardens in winter (Q2802562) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- A mixed copula model for insurance claims and claim sizes (Q2866311) (← links)
- Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081) (← links)
- Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models (Q3390586) (← links)
- On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution (Q3435978) (← links)
- Spatial modelling of claim frequency and claim size in non-life insurance (Q3505342) (← links)
- Mean and dispersion modelling for policy claims costs (Q3608228) (← links)
- Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family (Q3653504) (← links)
- BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
- Multivariate Tweedie lifetimes: the impact of dependence (Q4575372) (← links)
- Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- Claims Reserving Using Tweedie's Compound Poisson Model (Q4661687) (← links)
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE (Q4691250) (← links)
- Tweedie gradient boosting for extremely unbalanced zero-inflated data (Q5042144) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- Flexible Tweedie regression models for continuous data (Q5106916) (← links)
- Modeling of paired zero-inflated continuous data without breaking down paired designs (Q5138719) (← links)
- Extended Poisson–Tweedie: Properties and regression models for count data (Q5142193) (← links)