Pages that link to "Item:Q1650061"
From MaRDI portal
The following pages link to A multivariate claim count model for applications in insurance (Q1650061):
Displaying 18 items.
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Multivariate probit models for conditional claim-types (Q1017764) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- Copula-based bivariate finite mixture regression models with an application for insurance claim count data (Q2677131) (← links)
- Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
- (Q4685260) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE (Q5067880) (← links)
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE (Q5157762) (← links)
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING (Q5745187) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
