Pages that link to "Item:Q5414018"

The following pages link to Hierarchical Insurance Claims Modeling (Q5414018):

Displaying 50 items.

• Multilevel modeling of insurance claims using copulas (Q312930) (← links)
• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
• Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
• A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
• Bayesian nonparametric regression models for modeling and predicting healthcare claims (Q1622503) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
• Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
• Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
• A hierarchical reserving model for reported non-life insurance claims (Q2138622) (← links)
• A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
• Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
• Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models (Q2212142) (← links)
• Predictive compound risk models with dependence (Q2212152) (← links)
• Quantiles in a multi-stage nested classification credibility model (Q2219621) (← links)
• Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
• Predictive analytics of insurance claims using multivariate decision trees (Q2283657) (← links)
• Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model (Q2427835) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• A multivariate aggregate loss model (Q2445352) (← links)
• Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
• Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
• Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
• Exploring dependence structures in the international arms trade network: A network autocorrelation approach (Q3386465) (← links)
• A modified pseudo-copula regression model for risk groups with various dependency levels (Q3390612) (← links)
• A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
• FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
• Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
• Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
• Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
• Insurance ratemaking using a copula-based multivariate Tweedie model (Q4576965) (← links)
• Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA (Q4691247) (← links)
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
• AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
• A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)