Wishart‐gamma random effects models with applications to nonlife insurance-Reference-Cited by-同舟云学术

Wishart‐gamma random effects models with applications to nonlife insurance

Published:2020-09-25 Issue:2 Volume:88 Page:443-481
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal Risk and Insurance

Author:

Denuit Michel¹,Lu Yang²³^ORCID

Affiliation:

1. Institute of Statistics, Biostatistics and Actuarial Science (ISBA), Louvain Institute of Data Analysis and Modeling‐LIDAM Université Catholique Louvain Louvain‐la‐Neuve Belgium

2. Department of Economics (CEPN) University Sorbonne Paris Nord (formerly University of Paris 13) Villetaneuse France

3. Department of Mathematics and Statistics Concordia University Montreal Quebec Canada

Funder

Agence Nationale de la Recherche

Centre National de la Recherche Scientifique

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12327

Reference66 articles.

1. Mixing distributions on a Markov chain;Aalen O. O.;Scandinavian Journal of Statistics,1987

2. Sarmanov family of multivariate distributions for bivariate dynamic claim counts model

3. Lifetime dependence modelling using a truncated multivariate gamma distribution

4. Antonio K. Godecharle E. &Van Oirbeek R.(2016). A multi‐state approach and flexible payment distributions for microlevel reserving in general insurance. Retrieved fromhttps://ssrn.com/abstract=2777467

Cited by 5 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. Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events;North American Actuarial Journal;2024-05-21

2. Cyber risk modeling: a discrete multivariate count process approach;Scandinavian Actuarial Journal;2024-01-02

3. Improving risk classification and ratemaking using mixture‐of‐experts models with random effects;Journal of Risk and Insurance;2023-06-19

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