The Poisson random effect model for experience ratemaking : limitations and alternative solutions
Year of publication: |
2020
|
---|---|
Authors: | Lee, Woojoo ; Kim, Jeonghwan ; Ahn, Jae Youn |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 26-36
|
Subject: | Claim frequency | Dependence | Experience ratemaking | Negative binomial distribution | Poisson random-effect model |
-
Generalized linear models for dependent frequency and severity of insurance claims
Garrido, J., (2016)
-
Bolancé, Catalina, (2019)
-
Bayesian ratemaking with common effects modeled by mixture of Polya tree processes
Zhang, Jianjun, (2018)
- More ...
-
On the multidimensional extension of countermonotonicity and its applications
Lee, Woojoo, (2014)
-
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy, (2021)
-
Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison
Kim, Changki, (2013)
- More ...