Multivariate Latent Risk: A Credibility Approach

DOI10.2143/AST.38.1.2030406zbMath1169.91387OpenAlexW4230480843MaRDI QIDQ3395766

Jens Perch Nielsen, Lars Hougaard Nielsen, Montserrat Guillen, Jim Gustafsson, Martin Englund

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030406

zbMATH Keywords

bonus-malus systemmultivariate credibilitytime-dependent random effects

Mathematics Subject Classification ID

Related Items (9)

A posteriori ratemaking using bivariate Poisson models ⋮ The balanced credibility estimators with correlation risk and inflation factor ⋮ Multidimensional balanced credibility model with time effect and two level random common effects ⋮ Multidimensional credibility estimators with random common effects and time effects ⋮ PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE ⋮ Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach ⋮ MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE ⋮ On the credibility of insurance claim frequency: generalized count models and parametric estimators ⋮ Multivariate modelling of multiple guarantees in motor insurance of a household

Cites Work

• Unnamed Item
• A course in credibility theory and its applications
• Designing Optimal Bonus-Malus Systems from Different Types of Claims
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Experience Rating Schemes for Fleets of Vehicles
• Allowance for the Age of Claims in Bonus-Malus Systems

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