Does hunger for bonuses drive the dependence between claim frequency and severity?
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Publication:1622507
DOI10.1016/j.insmatheco.2018.09.002zbMath1417.91281OpenAlexW2890051070WikidataQ129237499 ScholiaQ129237499MaRDI QIDQ1622507
Sojung C. Park, Jae Youn Ahn, Joseph H. T. Kim
Publication date: 19 November 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.09.002
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Related Items (11)
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model ⋮ Modelling the aggregate loss for insurance claims with dependence ⋮ Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information ⋮ A simple Bayesian state-space approach to the collective risk models ⋮ Pay-As-You-Drive Insurance: Modeling and Implications ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Bayesian credibility under a bivariate prior on the frequency and the severity of claims ⋮ A multi-year microlevel collective risk model ⋮ Bonus-Malus premiums under the dependent frequency-severity modeling ⋮ A copula transformation in multivariate mixed discrete-continuous models ⋮ On copula-based collective risk models: from elliptical copulas to vine copulas
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