Add to ORKGThis paper estimates and tests autoregressive specifications for dynamic random effects in a frequency risk model. Linear credibility predictors are derived from the estimators, and examples are provided from the automobile portfolio of a Spanish insurance company
Several credibility models found in published literature have largely been single dimensional in the...
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
International audienceWe study count processes in insurance, in which the underlying risk factor is ...
International audienceThis paper estimates and tests autoregressive specifications for dynamic rando...
This paper questions the equidistribution assumption for the random effects in a frequency risk mode...
In an effort to incorporate the date of claims in risk prediction, Pinquet, Guill ́en & Bolanc ́e (2...
The work deals with estimation of unknown risk parameters of a driver. Risk parameter indicates how ...
In casualty insurance, actuaries usually resort to random effects to take unexplained heterogeneity ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
Since Nelder & Verrall (1997), the connection between Generalized Linear Mod- els (GLM’s) and credib...
Generalized linear models (GLM) have multiple applications, in particular they are a popular tool in...
We study the linear Markov property, ~.e. the possibility of basing the credibility estimator on dat...
Random shifting typically appears in credibility models whereas random scaling is often encountered ...
In this paper it is shown that the estimate and prediction problems considered in credibility theory...
Several credibility models found in published literature have largely been single dimensional in the...
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
International audienceWe study count processes in insurance, in which the underlying risk factor is ...
International audienceThis paper estimates and tests autoregressive specifications for dynamic rando...
This paper questions the equidistribution assumption for the random effects in a frequency risk mode...
In an effort to incorporate the date of claims in risk prediction, Pinquet, Guill ́en & Bolanc ́e (2...
The work deals with estimation of unknown risk parameters of a driver. Risk parameter indicates how ...
In casualty insurance, actuaries usually resort to random effects to take unexplained heterogeneity ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
Since Nelder & Verrall (1997), the connection between Generalized Linear Mod- els (GLM’s) and credib...
Generalized linear models (GLM) have multiple applications, in particular they are a popular tool in...
We study the linear Markov property, ~.e. the possibility of basing the credibility estimator on dat...
Random shifting typically appears in credibility models whereas random scaling is often encountered ...
In this paper it is shown that the estimate and prediction problems considered in credibility theory...
Several credibility models found in published literature have largely been single dimensional in the...
In nonlife actuarial science, credibility models are one of the main methods of experience ratemakin...
International audienceWe study count processes in insurance, in which the underlying risk factor is ...