Allowing for time and cross dependence assumptions between claim counts in ratemaking models
type: Item
instance of: scholarly article
title: Allowing for time and cross dependence assumptions between claim counts in ratemaking models
zbMATH Open document ID: 1417.91262
author: Lluís Bermúdez
author: Dimitris Karlis
author: Montserrat Guillen
published in: Insurance Mathematics \& Economics
publication date: 2018-11-19T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/126042
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6981083
zbMATH Keywords: multivariate longitudinal data
zbMATH Keywords: time dependence
zbMATH Keywords: cross dependence
zbMATH Keywords: automobile insurance
zbMATH Keywords: BINAR(1) model
MaRDI profile type: Publication
OpenAlex ID: W2808797535
cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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cites work: A POSTERIORI RATEMAKING WITH PANEL DATA
cites work: Actuarial Modelling of Claim Counts
cites work: Heterogeneous INAR(1) model with application to car insurance
cites work: Q3134468
cites work: Models for discrete longitudinal data.
cites work: Some properties of multivariate INAR(1) processes
cites work: Multivariate longitudinal modeling of insurance company expenses
cites work: Multivariate negative binomial models for insurance claim counts
cites work: Discrete analogues of self-decomposability and stability
Wikidata QID: Q129641022
DOI: 10.1016/J.INSMATHECO.2018.06.003
description: scientific article; zbMATH DE number 6981083