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Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

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Author Info
Bolance, Catalina
Guillen, Montserrat
Pinquet, Jean

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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 33 (2003)
Issue (Month): 2 (October)
Pages: 273-282
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Handle: RePEc:eee:insuma:v:33:y:2003:i:2:p:273-282

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-9, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008. [Downloadable!]
  2. Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063_v1, HAL. [Downloadable!]
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