Effective experience rating for large insurance portfolios via surrogate modeling

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
A comparative review of dimension reduction methods in approximate Bayesian computation
Handbook on loss reserving
A new approach to the credibility formula
A generalization of the credibility theory obtained by using the weighted balanced loss function
Credibility theory: A new view from the theory of second order optimal statistics.
Bayesian credibility for GLMs
Extension and application of credibility models in predicting claim frequency
Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
A hierarchical reserving model for reported non-life insurance claims
A general optimal approach to Bühlmann credibility theory
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
Generalized linear models for dependent frequency and severity of insurance claims
A course in credibility theory and its applications
The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
On the ordering of credibility factors
Approximately sufficient statistics and Bayesian computation
A mixed copula model for insurance claims and claim sizes
Combining generalized linear models and credibility models in practice
An Introduction to Model-Based Survey Sampling with Applications
Multivariate Latent Risk: A Credibility Approach
Confidence, Likelihood, Probability
Interpolation Processes
Modelling repeated insurance claim frequency data using the generalized linear mixed model
Actuarial Modelling of Claim Counts
On choice of statistics in credibility estimation
Abstract credibility
Probability
A posteriori ratemaking using bivariate Poisson models
Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
DISCRIMINATION-FREE INSURANCE PRICING
EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
Risk and Insurance
Regression Tree Credibility Model
Hierarchical Insurance Claims Modeling
A survey on models for panel count data with applications to insurance
Shape constrained additive models