Hierarchical generalized linear models, correlation and a posteriori ratemaking

DOI10.1016/j.physa.2023.128534OpenAlexW4319793021MaRDI QIDQ2689677

Mamadou L. Diagne, J. Michel Tchuenche, Lucien Diégane Gning

Publication date: 13 March 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128534

zbMATH Keywords

count datacomputational statisticsa posteriori ratemakinghierarchical generalized linear modelmixture of binomial negative distributionmixture of Poisson distribution

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• HGLMMM
• GWRM

Cites Work

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• The jackknife and bootstrap
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• Discussion on: ``The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
• A posteriori ratemaking using bivariate Poisson models
• A POSTERIORI RATEMAKING WITH PANEL DATA
• Negative Binomial Regression

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