Pages that link to "Item:Q1003828"
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The following pages link to A priori ratemaking using bivariate Poisson regression models (Q1003828):
Displaying 29 items.
- A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
- Bayesian quantile regression model for claim count data (Q903343) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Compound model for two dependent kinds of claim (Q1892982) (← links)
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
- A class of mixture of experts models for general insurance: theoretical developments (Q2010898) (← links)
- Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data (Q2138252) (← links)
- Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
- Multivariate modelling of multiple guarantees in motor insurance of a household (Q2304002) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Bivariate credibility bonus-malus premiums distinguishing between two types of claims (Q2520438) (← links)
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking (Q2665879) (← links)
- Hierarchical generalized linear models, correlation and a posteriori ratemaking (Q2689677) (← links)
- Credibility premium for rate-making systems (Q2980073) (← links)
- RATEMAKING OF DEPENDENT RISKS (Q4563817) (← links)
- A posteriori ratemaking using bivariate Poisson models (Q4575456) (← links)
- A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES (Q4972120) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Goodness-of-fit tests for the bivariate Poisson distribution (Q5082670) (← links)
- A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825) (← links)
- The discrete Lindley distribution: properties and applications (Q5300743) (← links)
- A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE (Q5866173) (← links)
- Bayesian and non-Bayesian estimation of four-parameter of bivariate discrete inverse Weibull distribution with applications to model failure times, football and biological data (Q5866187) (← links)
- On Two General Classes of Discrete Bivariate Distributions (Q5885384) (← links)
- Bivariate Mixed Poisson Regression Models with Varying Dispersion (Q6110489) (← links)
- Multivariate Poisson model adjusting for unidirectional covariate misrepresentation (Q6165381) (← links)
- Estimation of zero-inflated bivariate Poisson regression with missing covariates (Q6597437) (← links)
- Zero inflated bivariate Poisson regression models for a sport (\textit{in})activity data analysis (Q6613595) (← links)