Regression Tree Credibility Model-Reference-Cited by-同舟云学术

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Regression Tree Credibility Model

Published:2019-03-18 Issue:2 Volume:23 Page:169-196
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Diao Liqun¹,Weng Chengguo¹

Affiliation:

1. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada

Funder

Casualty Actuarial Society

Society of Actuaries’s (SOA) Committee on Knowledge Extension Research

SOA

Actuarial Foundation

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2018.1554497

Reference22 articles.

1. Experience rating and credibility

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Effective experience rating for large insurance portfolios via surrogate modeling;Insurance: Mathematics and Economics;2024-09

2. Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance;European Actuarial Journal;2024-08-30

3. Machine learning in long-term mortality forecasting;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

4. Special Issue “Data Science in Insurance”;Risks;2023-04-24

5. Credible Delta Normal Value at Risk for Risk Evaluation of European Call Option;Industrial Engineering & Management Systems;2023-03-31

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