On the link between credibility and frequency premium

DOI10.1016/J.INSMATHECO.2008.05.015zbMath1189.91068OpenAlexW2302257578MaRDI QIDQ974803

Jean Pinquet, Catalina Bolancé, Montserrat Guillen

Publication date: 8 June 2010

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.05.015

zbMATH Keywords

generalized linear modelsgamma processparametric and nonparametric links

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking ⋮ Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution ⋮ Bayesian multivariate Poisson models for insurance ratemaking

Uses Software

• KernSmooth

Cites Work

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• A new approach for modeling economic count data
• Semiparametric single index versus fixed link function modelling
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
• Optimal smoothing in single-index models
• Pseudo Maximum Likelihood Methods: Theory
• Estimating Regression Models with Multiplicative Heteroscedasticity
• An application of nonparametric regression estimation in credibility theory

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