A simple Bayesian state-space approach to the collective risk models-Reference-Cited by-同舟云学术

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A simple Bayesian state-space approach to the collective risk models

Published:2022-10-18 Issue: Volume: Page:1-21
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Youn Ahn Jae¹,Jeong Himchan²^ORCID,Lu Yang³

Affiliation:

1. Department of Statistics, Ewha Womans University, Seoul, Republic of Korea

2. Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, Canada

3. Department of Mathematics and Statistics, Concordia University, Montreal, Canada

Funder

National Research Foundation of Korea

NSERC

Simon Fraser University

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2133625

Reference55 articles.

1. Sarmanov family of multivariate distributions for bivariate dynamic claim counts model

2. On the ordering of credibility factors

3. Boucher J.P. & Pigeon M. (2018). A claim score for dynamic claim counts modeling. arXiv preprint arXiv:1812.06157.

4. Risk models with dependence between claim occurrences and severities for Atlantic hurricanes

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