A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference37 articles.
1. The multivariate Poisson-log normal distribution;Aitchinson;Biometrika,1989
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3. Bayesian multivariate Poisson models for insurance ratemaking;Bermúdez;Insurance: Mathematics and Economics,2011
4. Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects;Bolancé;Insurance: Mathematics and Economics,2003
5. On the link between credibility and frequency premium;Bolancé;Insurance: Mathematics and Economics,2008
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