Pages that link to "Item:Q3596007"
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The following pages link to Actuarial Modelling of Claim Counts (Q3596007):
Displaying 33 items.
- A posteriori ratemaking using bivariate Poisson models (Q4575456) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- Unconditional distributions obtained from conditional specification models with applications in risk theory (Q4576871) (← links)
- Confidence intervals of the premiums of optimal bonus malus systems (Q4583606) (← links)
- Functional Form for the Generalized Poisson Regression Model (Q4648654) (← links)
- MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE (Q4691244) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE (Q5067880) (← links)
- AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
- A new discrete distribution: properties and applications in medical care (Q5129158) (← links)
- JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM (Q5140079) (← links)
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING (Q5157773) (← links)
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
- Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (Q5165011) (← links)
- A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825) (← links)
- Modelling claim number using a new mixture model: negative binomial gamma distribution (Q5222443) (← links)
- Portfolio size as function of the premium: modelling and optimization (Q5410796) (← links)
- OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (Q5419646) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio (Q6096081) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Bayesian CART models for insurance claims frequency (Q6152709) (← links)
- Data-driven preventive maintenance for a heterogeneous machine portfolio (Q6161906) (← links)
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims (Q6174073) (← links)
- A probability distribution for precipitation data analysis (Q6182231) (← links)
- Microscopic traffic models, accidents, and insurance losses (Q6494319) (← links)
- Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data (Q6556599) (← links)
- GAMLSS for Longitudinal Multivariate Claim Count Models (Q6583009) (← links)
- Detection of interacting variables for generalized linear models via neural networks (Q6593147) (← links)
- Effective experience rating for large insurance portfolios via surrogate modeling (Q6607482) (← links)
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses (Q6640258) (← links)