Add to ORKGIn casualty insurance, actuaries usually resort to random effects to take unexplained heterogeneity into account in the spirit of the Bühlmann-Straub model. This paper aims to study the kind of dependence induced by the introduction of common latent variables in the annual numbers of claims reported by policyholders. It will be seen that this classical construction entails strong positive dependence between the underlying random variables
This paper questions the equidistribution assumption for the random effects in a frequency risk mode...
New models for panel data that consist of a generalization of the hurdle model are presented and are...
Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of ...
In casualty insurance, actuaries usually resort to random effects to take unexplained heterogeneity ...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
One basic problem in statistical sciences is to understand the relationships among multivariate outc...
Several credibility models found in published literature have largely been single dimensional in the...
In an effort to incorporate the date of claims in risk prediction, Pinquet, Guill ́en & Bolanc ́e (2...
One of the most important techniques used in general insurance pricing is the credibility ratemaking...
In the ratemaking for general insurance, calculation of the pure premium has traditionally been base...
Since Nelder & Verrall (1997), the connection between Generalized Linear Mod- els (GLM’s) and credib...
Abstract In classical credibility theory, claims are assumed to be independent over risks. However, ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
Existing credibility models have mostly allowed for one source of claim dependence only, that across...
Random shifting typically appears in credibility models whereas random scaling is often encountered ...
This paper questions the equidistribution assumption for the random effects in a frequency risk mode...
New models for panel data that consist of a generalization of the hurdle model are presented and are...
Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of ...
In casualty insurance, actuaries usually resort to random effects to take unexplained heterogeneity ...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
One basic problem in statistical sciences is to understand the relationships among multivariate outc...
Several credibility models found in published literature have largely been single dimensional in the...
In an effort to incorporate the date of claims in risk prediction, Pinquet, Guill ́en & Bolanc ́e (2...
One of the most important techniques used in general insurance pricing is the credibility ratemaking...
In the ratemaking for general insurance, calculation of the pure premium has traditionally been base...
Since Nelder & Verrall (1997), the connection between Generalized Linear Mod- els (GLM’s) and credib...
Abstract In classical credibility theory, claims are assumed to be independent over risks. However, ...
Credibility theory in insurance is essentially a form of experience-rating that attempts to use the ...
Existing credibility models have mostly allowed for one source of claim dependence only, that across...
Random shifting typically appears in credibility models whereas random scaling is often encountered ...
This paper questions the equidistribution assumption for the random effects in a frequency risk mode...
New models for panel data that consist of a generalization of the hurdle model are presented and are...
Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous group of ...