Pages that link to "Item:Q5444714"
From MaRDI portal
The following pages link to Generalized Linear Models for Insurance Data (Q5444714):
Displaying 50 items.
- The unifed distribution (Q115710) (← links)
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
- Estimating equations and diagnostic techniques applied to zero-inflated models for panel data (Q457967) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- Using quantile regression for rate-making (Q659142) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- A Bayesian nonparametric model and its application in insurance loss prediction (Q784420) (← links)
- Double-counting problem of the bonus-malus system (Q784429) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Bayesian quantile regression model for claim count data (Q903343) (← links)
- Bayesian nonparametric regression models for modeling and predicting healthcare claims (Q1622503) (← links)
- Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
- Bayesian credibility for GLMs (Q1622527) (← links)
- Cook's distance for generalized linear mixed models (Q1623747) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression (Q1981213) (← links)
- A class of mixture of experts models for general insurance: theoretical developments (Q2010898) (← links)
- Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Generalized log-gamma additive partial linear models with P-spline smoothing (Q2110351) (← links)
- Censored gamma regression with uncertain censoring status (Q2121598) (← links)
- Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims (Q2121892) (← links)
- On the goodness-of-fit tests for gamma generalized linear models (Q2131989) (← links)
- A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution (Q2245835) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- Risk analysis with categorical explanatory variables (Q2306107) (← links)
- On testing the hidden heterogeneity in negative binomial regression models (Q2312021) (← links)
- Locally optimal designs for gamma models (Q2317329) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- Bayesian total loss estimation using shared random effects (Q2347072) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
- Poisson-mixed Inverse Gaussian Regression Model and Its Application (Q2821042) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- A data driven binning strategy for the construction of insurance tariff classes (Q4562032) (← links)
- An application of two-stage quantile regression to insurance ratemaking (Q4562046) (← links)
- On <i>k</i>-distorted generalized discrete family of distributions (Q4605238) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking (Q4990508) (← links)
- Valid Model-Free Prediction of Future Insurance Claims (Q5027903) (← links)
- On hypothesis testing inference in location-scale models under model misspecification (Q5036846) (← links)
- Modified ridge-type estimator for the gamma regression model (Q5042103) (← links)
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342) (← links)
- Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
