登录 注册 会员服务 联系我们

On the ordering of credibility factors

  • Published:2021-11 Issue: Volume:101 Page:626-638
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Youn Ahn Jae,Jeong Himchan,Lu YangORCID

Funder

Concordia University

National Research Foundation of Korea

Simon Fraser University

Centre National de la Recherche Scientifique

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

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

Reference32 articles.

1. Sarmanov family of multivariate distributions for bivariate dynamic claim counts model;Abdallah;Insurance. Mathematics & Economics,2016

2. Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects;Bolancé;Insurance. Mathematics & Economics,2003

3. Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model;Bolancé;Belgian Actuarial Bulletin,2007

4. Bonus-malus scales in segmented tariffs with stochastic migration between segments;Brouhns;The Journal of Risk and Insurance,2003

Cited by 6 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. Experience rating of risk premium for Esscher premium principle;Communications in Statistics - Theory and Methods;2023-11-25

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

3. 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

4. A Dynamic Credibility Model with Self-Excitation and Exponential Decay;2022 Winter Simulation Conference (WSC);2022-12-11

5. A simple Bayesian state-space approach to the collective risk models;Scandinavian Actuarial Journal;2022-10-18
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3