A Spatial Cross-Sectional Credibility Model with Dependence Among Risks

DOI10.1080/10920277.2015.1063441zbMath1414.91225OpenAlexW2174829967MaRDI QIDQ5379159

Yi Lu, Jimmy Poon

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2015.1063441

zbMATH Keywords

credibility modelcrop insurancerisk parameters

Mathematics Subject Classification ID

Related Items (2)

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Uses Software

• R-Geo
• spBayes

Cites Work

• The credibility premiums for models with dependence induced by common effects
• A longitudinal data analysis interpretation of credibility models
• Geoadditive regression for analyzing small-scale geographical variability in car insurance
• Copula credibility for aggregate loss models
• Claim dependence with common effects in credibility models
• Generalized estimating equations for variance and covariance parameters in regression credibility models
• A course in credibility theory and its applications
• The Credibility Estimator with General Dependence Structure Over Risks
• Applied Spatial Data Analysis with R
• Spatial modelling of claim frequency and claim size in non-life insurance
• Geographic Premium Rating by Whittaker Spatial Smoothing
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• The Bayesian bridge between simple and universal Kriging
• A generalized crossed classification credibility model
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