Pages that link to "Item:Q4576844"
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The following pages link to Longitudinal modeling of insurance claim counts using jitters (Q4576844):
Displaying 17 items.
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
- Credibility premium for rate-making systems (Q2980073) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE (Q5067880) (← links)
- Bivariate Mixed Poisson Regression Models with Varying Dispersion (Q6110489) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011) (← links)
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects (Q6550186) (← links)
- GAMLSS for Longitudinal Multivariate Claim Count Models (Q6583009) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
