Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects-Reference-Cited by-同舟云学术

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Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

Published:2003-10 Issue:2 Volume:33 Page:273-282
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Bolancé Catalina,Guillén Montserrat,Pinquet Jean

Publisher

Elsevier BV

Subject

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

Reference15 articles.

1. The multivariate Poisson-log normal distribution;Aitchison;Biometrika,1989

2. Trend et systèmes de bonus-malus;Besson;ASTIN Bulletin,1992

3. Panel data regression for counts;Brännäs;Statistical Papers,1995

4. Brouhns, N., Denuit, M., Guillén, M., Pinquet, J., 2002. Optimal Bonus-Malus scales in segmented tariffs, UCL working paper.

5. Experience rating and credibility;Bühlmann;ASTIN Bulletin,1967

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