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