Pages that link to "Item:Q4575456"
From MaRDI portal
The following pages link to A posteriori ratemaking using bivariate Poisson models (Q4575456):
Displaying 13 items.
- A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking (Q2665879) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- Hierarchical generalized linear models, correlation and a posteriori ratemaking (Q2689677) (← links)
- A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825) (← links)
- A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE (Q5866173) (← links)
- Bivariate Mixed Poisson Regression Models with Varying Dispersion (Q6110489) (← links)
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011) (← links)
- Effective experience rating for large insurance portfolios via surrogate modeling (Q6607482) (← links)