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A multi-year microlevel collective risk model

  • Published:2021-09 Issue: Volume:100 Page:309-328
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Oh RosyORCID,Jeong HimchanORCID,Ahn Jae YounORCID,Valdez Emiliano A.ORCID

Funder

Society Of Actuaries

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

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

Reference37 articles.

1. Bayesian total loss estimation using shared random effects;Baumgartner;Insurance. Mathematics & Economics,2015

2. Collective risk models with dependence;Cossette;Insurance. Mathematics & Economics,2019

3. A mixed copula model for insurance claims and claim sizes;Czado;Scandinavian Actuarial Journal,2012

4. Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems;Denuit,2007

5. Predictive Modeling Applications in Actuarial Science, vol. 1;Frees,2014

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1. Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses;Risks;2024-06-16

2. Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data;North American Actuarial Journal;2024-05-24

3. Estimating home fire severity with statistical distributions;Korean Journal of Applied Statistics;2023-12-31

4. Diagnostic tests before modeling longitudinal actuarial data;Insurance: Mathematics and Economics;2023-11

5. Multivariate claim count regression model with varying dispersion and dependence parameters;Journal of the Royal Statistical Society Series A: Statistics in Society;2023-01-12
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