Multivariate probit models for conditional claim-types

DOI10.1016/j.insmatheco.2008.11.004zbMath1163.91443OpenAlexW2108154875MaRDI QIDQ1017764

Gary Young, Robert Kohn, Emiliano A. Valdez

Publication date: 12 May 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.11.004

zbMATH Keywords

correlationinsurancemultinomial logit

Mathematics Subject Classification ID

Related Items (3)

Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture ⋮ Multi-type insurance claim processes with high-dimensional covariates ⋮ Bayesian multivariate Poisson models for insurance ratemaking

Uses Software

• Stata
• mvprobit

Cites Work

• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Multinomial Logit Specification Tests
• Health Service Utilization and Insurance Coverage: A Multivariate Probit Analysis
• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
• Discrete Choice Methods with Simulation
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