This paper examines the validity of some stylized statements that can be found in the actuarial literature about random effects models. Specifically, the actual meaning of the estimated parameters and the nature of the residual heterogeneity are discussed. A numerical illustration performed on a Belgian motor third party liability portfolio supports this discussion
Longitudinal data (or panel data) consist of repeated ob- servations of individual units that are ob...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
Longitudinal data (or panel data) consist of repeated ob-servations of individual units that are obs...
This paper examines the validity of some stylized statements that can be found in the actuarial lite...
This paper examines the validity of some stylized statements that can be found in the actuarial lite...
We show how both Poisson regression and recurrent events models can be used to model the number of c...
The aim of this paper is the analysis of the problem of modelling of claim counts in insurance that ...
Automobile insurance benefits are protecting the vehicle and minimizing customer losses. Insurance c...
When actuaries face with the problem of pricing an insurance contract that contains different types ...
When actuaries face the problem of pricing an insurance contract that contains different types of co...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene- ralized l...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene-ralized li...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to generalized lin...
This work describes longitudinal modeling of detailed, micro-level automo-bile insurance records. We...
In this paper models for claim frequency and claim size in non-life insurance are con-sidered. Both ...
Longitudinal data (or panel data) consist of repeated ob- servations of individual units that are ob...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
Longitudinal data (or panel data) consist of repeated ob-servations of individual units that are obs...
This paper examines the validity of some stylized statements that can be found in the actuarial lite...
This paper examines the validity of some stylized statements that can be found in the actuarial lite...
We show how both Poisson regression and recurrent events models can be used to model the number of c...
The aim of this paper is the analysis of the problem of modelling of claim counts in insurance that ...
Automobile insurance benefits are protecting the vehicle and minimizing customer losses. Insurance c...
When actuaries face with the problem of pricing an insurance contract that contains different types ...
When actuaries face the problem of pricing an insurance contract that contains different types of co...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene- ralized l...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene-ralized li...
In automobile insurance, it is useful to achieve a priori ratemaking by resorting to generalized lin...
This work describes longitudinal modeling of detailed, micro-level automo-bile insurance records. We...
In this paper models for claim frequency and claim size in non-life insurance are con-sidered. Both ...
Longitudinal data (or panel data) consist of repeated ob- servations of individual units that are ob...
Abstract. In casualty insurance, actuaries usually resort to random effects to take unexplained hete...
Longitudinal data (or panel data) consist of repeated ob-servations of individual units that are obs...