Pages that link to "Item:Q5019771"

The following pages link to Risk Classification for Claim Counts (Q5019771):

Displaying 29 items.

• A suitable discrete distribution for modelling automobile claim frequencies (Q262988) (← links)
• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
• Modeling gap times between recurrent events by marginal rate function (Q425394) (← links)
• Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
• Semiparametric model for recurrent event data with excess zeros and informative censoring (Q643406) (← links)
• Semiparametric model for prediction of individual claim loss reserving (Q659084) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
• A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
• Copula-based dependence between frequency and class in car insurance with excess zeros (Q1785232) (← links)
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
• Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• On the type I multivariate zero-truncated hurdle model with applications in health insurance (Q2292176) (← links)
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
• Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families (Q4567960) (← links)
• Unconditional distributions obtained from conditional specification models with applications in risk theory (Q4576871) (← links)
• Properties and applications of the Poisson-reciprocal inverse Gaussian distribution (Q4960544) (← links)
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
• JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE (Q5067880) (← links)
• On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
• (Q5154545) (← links)
• ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING (Q5157763) (← links)
• A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825) (← links)
• Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)
• A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE (Q5866173) (← links)
• How Much Telematics Information Do Insurers Need for Claim Classification? (Q5877351) (← links)