Pages that link to "Item:Q5214825"
From MaRDI portal
The following pages link to A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825):
Displaying 13 items.
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
- Boosting Poisson regression models with telematics car driving data (Q2127229) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- Hierarchical generalized linear models, correlation and a posteriori ratemaking (Q2689677) (← links)
- THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (Q4563761) (← links)
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- GAMLSS for Longitudinal Multivariate Claim Count Models (Q6583009) (← links)
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores (Q6640248) (← links)
