Investigating dependence between frequency and severity via simple generalized linear models

DOI10.1016/j.jkss.2018.07.003zbMath1411.62299OpenAlexW2887859661MaRDI QIDQ1726156

Jae Youn Ahn, Sojung C. Park, Woo-Joo Lee

Publication date: 19 February 2019

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.07.003

zbMATH Keywords

generalized linear modeldependencedispersion parameterrate making

Mathematics Subject Classification ID

Related Items (6)

Evaluating the failure risk with and without failure data ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Dependence modeling of frequency-severity of insurance claims using waiting time ⋮ Predictive compound risk models with dependence ⋮ A copula transformation in multivariate mixed discrete-continuous models ⋮ On copula-based collective risk models: from elliptical copulas to vine copulas

Uses Software

• R
• dglm

Cites Work

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• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Fitting Tweedie's compound poisson model to insurance claims data
• Bayesian Premium Rating with Latent Structure
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Hierarchical Insurance Claims Modeling

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