Extension and application of credibility models in predicting claim frequency

DOI10.1155/2018/6250686zbMath1427.91246OpenAlexW2790981143MaRDI QIDQ1721199

Rahul A. Parsa, Zheng-xiao Li, Yuan-tao Xie

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/6250686

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• A new approach to the credibility formula
• Actuarial statistics with generalized linear mixed models
• A generalization of the credibility theory obtained by using the weighted balanced loss function
• A longitudinal data analysis interpretation of credibility models
• A course in credibility theory and its applications
• Actuarial Modelling of Claim Counts
• Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
• Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance
• A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
• OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS
• Some Bayesian credibility premiums obtained by using posterior regret \(\Gamma\)-minimax methodology

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