The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters-Reference-Cited by-同舟云学术

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The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters

Published:2022-10-17 Issue:4 Volume:25 Page:401-417
ISSN:1098-1616
Container-title:Risk Management and Insurance Review
language:en
Short-container-title:Risk Manage Insurance Review

Author:

Tzougas George¹,Makariou Despoina²³^ORCID

Affiliation:

1. Department of Actuarial Mathematics and Statistics Heriot‐Watt University Edinburgh UK

2. Department of Statistics London School of Economics and Political Science London UK

3. Institute of Insurance Economics, School of Management University of St. Gallen St. Gallen Switzerland

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/rmir.12224

Reference61 articles.

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

2. Bayesian Multivariate Poisson Lognormal Models for Crash Severity Modeling and Site Ranking

3. The multivariate Poisson-log normal distribution

4. Allowing for time and cross dependence assumptions between claim counts in ratemaking models

5. Bayesian multivariate Poisson models for insurance ratemaking

Cited by 3 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. Nonparametric intercept regularization for insurance claim frequency regression models;Annals of Actuarial Science;2024-01-05

2. A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference;Statistics and Computing;2023-12-28

3. A Review of Generalized Hyperbolic Distributions;Computational Economics;2023-08-25

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