On the ordering of credibility factors-Reference-Cited by-同舟云学术

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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 Yang^ORCID

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

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

2. Applications of Population Sampling to Insurance Ratemaking and Reserving;Japanese Journal of Statistics and Data Science;2024-08-07

3. Tweedie multivariate semi-parametric credibility with the exchangeable correlation;Insurance: Mathematics and Economics;2024-03

4. Credibility Distribution Estimation with Weighted or Grouped Observations;Risks;2024-01-03

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

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