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Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household

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  • Pechon, Florian
  • Denuit, Michel
  • Trufin, Julien

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  • Pechon, Florian & Denuit, Michel & Trufin, Julien, 2018. "Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household," LIDAM Discussion Papers ISBA 2018019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2018019
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    References listed on IDEAS

    as
    1. Pechon, Florian & Trufin, Julien & Denuit, Michel, 2018. "Multivariate modelling of household claim frequencies in motor third-party liability insurance," LIDAM Reprints ISBA 2018035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Englund, Martin & Guillén, Montserrat & Gustafsson, Jim & Nielsen, Lars Hougaard & Nielsen, Jens Perch, 2008. "Multivariate Latent Risk: A Credibility Approach," ASTIN Bulletin, Cambridge University Press, vol. 38(1), pages 137-146, May.
    3. Shi, Peng & Valdez, Emiliano A., 2014. "Multivariate negative binomial models for insurance claim counts," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 18-29.
    4. Pinquet, Jean, 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," ASTIN Bulletin, Cambridge University Press, vol. 28(2), pages 205-220, November.
    5. Thuring, Fredrik, 2012. "A credibility method for profitable cross-selling of insurance products," Annals of Actuarial Science, Cambridge University Press, vol. 6(1), pages 65-75, March.
    6. Pechon, Florian & Trufin, Julien & Denuit, Michel, 2018. "Multivariate Modelling Of Household Claim Frequencies In Motor Third-Party Liability Insurance," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 969-993, September.
    7. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.
    8. Edward W. Frees & Gee Lee & Lu Yang, 2016. "Multivariate Frequency-Severity Regression Models in Insurance," Risks, MDPI, vol. 4(1), pages 1-36, February.
    9. Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
    10. Frees, Edward W. & Jin, Xiaoli & Lin, Xiao, 2013. "Actuarial Applications of Multivariate Two-Part Regression Models," Annals of Actuarial Science, Cambridge University Press, vol. 7(2), pages 258-287, September.
    11. Jean-Philippe Boucher & Michel Denuit & Montserrat Guillén, 2007. "Risk Classification for Claim Counts," North American Actuarial Journal, Taylor & Francis Journals, vol. 11(4), pages 110-131.
    12. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
    13. Martin Englund & Jim Gustafsson & Jens Perch Nielsen & Fredrik Thuring, 2009. "Multidimensional Credibility With Time Effects: An Application to Commercial Business Lines," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 443-453, June.
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