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Risk Classification for Claim Counts

Citations

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Cited by:

  1. Anna Szymańska, 2017. "The Application Of Bűhlmann-Straub Model To The Estimation Of Net Premium Rates Depending On The Age Of The Insured In The Motor Third Liability Insurance," Statistics in Transition New Series, Polish Statistical Association, vol. 18(1), pages 151-165, March.
  2. Park, Sojung C. & Kim, Joseph H.T. & Ahn, Jae Youn, 2018. "Does hunger for bonuses drive the dependence between claim frequency and severity?," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 32-46.
  3. Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018. "Unravelling the predictive power of telematics data in car insurance pricing," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1275-1304, November.
  4. Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
  5. Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
  6. Mihaela DAVID, 2014. "Modeling The Frequency Of Claims In Auto Insurance With Application To A French Case," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 69-85, June.
  7. Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," LIDAM Discussion Papers ISBA 2013045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  8. David Mihaela & Jemna Dănuţ-Vasile, 2015. "Modeling the Frequency of Auto Insurance Claims by Means of Poisson and Negative Binomial Models," Scientific Annals of Economics and Business, Sciendo, vol. 62(2), pages 151-168, July.
  9. Adland, Roar & Jia, Haiying & Lode, Tønnes & Skontorp, Jørgen, 2021. "The value of meteorological data in marine risk assessment," Reliability Engineering and System Safety, Elsevier, vol. 209(C).
  10. Miguel Santolino & Jean-Philippe Boucher, 2009. "Modelling the disability severity score in motor insurance claims: an application to the Spanish case," IREA Working Papers 200902, University of Barcelona, Research Institute of Applied Economics, revised Jan 2009.
  11. Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
  12. 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.
  13. Zhao, Xiao Bing & Zhou, Xian & Wang, Jing Long, 2009. "Semiparametric model for prediction of individual claim loss reserving," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 1-8, August.
  14. Maria Mercè Claramunt & Maite Màrmol, 2020. "Refundable deductible insurance," Working Papers hal-02909299, HAL.
  15. Christian Knoller & Gunther Kraut & Pascal Schoenmaekers, 2016. "On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 979-1006, December.
  16. Montserrat Guillen & Ana M. Pérez-Marín & Mercedes Ayuso & Jens Perch Nielsen, 2018. "“Exposure to risk increases the excess of zero accident claims frequency in automobile insurance”," IREA Working Papers 201810, University of Barcelona, Research Institute of Applied Economics, revised May 2018.
  17. Peng Shi & Glenn M. Fung & Daniel Dickinson, 2022. "Assessing hail risk for property insurers with a dependent marked point process," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 302-328, January.
  18. Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2021. "Pricing service maintenance contracts using predictive analytics," European Journal of Operational Research, Elsevier, vol. 290(2), pages 530-545.
  19. Bolancé, Catalina & Vernic, Raluca, 2019. "Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 89-103.
  20. Gaurav Khemka & Steven Roberts & Timothy Higgins, 2017. "The Impact of Changes to the Unemployment Rate on Australian Disability Income Insurance Claim Incidence," Risks, MDPI, vol. 5(1), pages 1-18, March.
  21. Martin Branda, 2014. "Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 31(05), pages 1-17.
  22. 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).
  23. Mihaela COVRIG & Dumitru BADEA, 2017. "Some Generalized Linear Models for the Estimation of the Mean Frequency of Claims in Motor Insurance," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 91-107.
  24. Banghee So & Jean-Philippe Boucher & Emiliano A. Valdez, 2021. "Synthetic Dataset Generation of Driver Telematics," Risks, MDPI, vol. 9(4), pages 1-19, March.
  25. Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen, 2009. "Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 821-846, December.
  26. Zhao, XiaoBing & Zhou, Xian, 2010. "Applying copula models to individual claim loss reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 290-299, April.
  27. Catalina Bolancé & Raluca Vernic, 2017. "“Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”," IREA Working Papers 201718, University of Barcelona, Research Institute of Applied Economics, revised Oct 2017.
  28. Fang, Hanming & Wu, Zenan, 2020. "Life insurance and life settlement markets with overconfident policyholders," Journal of Economic Theory, Elsevier, vol. 189(C).
  29. Jennifer S. K. Chan & S. T. Boris Choy & Udi Makov & Ariel Shamir & Vered Shapovalov, 2022. "Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data," Risks, MDPI, vol. 10(4), pages 1-10, April.
  30. Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck, 2021. "Concordance Probability for Insurance Pricing Models," Risks, MDPI, vol. 9(10), pages 1-26, October.
  31. Lee, Woojoo & Kim, Jeonghwan & Ahn, Jae Youn, 2020. "The Poisson random effect model for experience ratemaking: Limitations and alternative solutions," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 26-36.
  32. Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 187-224, June.
  33. Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
  34. Jean-Philippe Boucher & Roxane Turcotte, 2020. "A Longitudinal Analysis of the Impact of Distance Driven on the Probability of Car Accidents," Risks, MDPI, vol. 8(3), pages 1-19, September.
  35. Tzougas, George, 2020. "EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking," LSE Research Online Documents on Economics 106539, London School of Economics and Political Science, LSE Library.
  36. Darren Shannon & Tim Jannusch & Florian David‐Spickermann & Martin Mullins & Martin Cunneen & Finbarr Murphy, 2021. "Connected and autonomous vehicle injury loss events: Potential risk and actuarial considerations for primary insurers," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(1), pages 5-35, March.
  37. Anna Szymańska, 2013. "The Distribution of the Number of Claims in the Third Party’s Motor Liability Insurance," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 14(3), pages 507-516, September.
  38. Mercedes Ayuso & Montserrat Guillen & Jens Perch Nielsen, 2019. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Transportation, Springer, vol. 46(3), pages 735-752, June.
  39. Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
  40. Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel, 2012. "Evaluation of the EU proposed Farm Income Stabilisation Tool," LIDAM Discussion Papers ISBA 2012026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  41. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
  42. Baumgartner, Carolin & Gruber, Lutz F. & Czado, Claudia, 2015. "Bayesian total loss estimation using shared random effects," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 194-201.
  43. Martinek, László & Arató, N. Miklós, 2019. "An approach to merit rating by means of autoregressive sequences," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 205-217.
  44. Azaare Jacob & Zhao Wu, 2020. "An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market," JRFM, MDPI, vol. 13(7), pages 1-15, July.
  45. Oh, Rosy & Lee, Kyung Suk & Park, Sojung C. & Ahn, Jae Youn, 2020. "Double-counting problem of the bonus–malus system," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 141-155.
  46. Tzougas, George & Vrontos, Spyridon D. & Frangos, Nickolaos E., 2015. "Risk classification for claim counts and losses using regression models for location, scale and shape," LSE Research Online Documents on Economics 70921, London School of Economics and Political Science, LSE Library.
  47. Zhang, Pengcheng & Calderin, Enrique & Li, Shuanming & Wu, Xueyuan, 2020. "On the Type I multivariate zero-truncated hurdle model with applications in health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 35-45.
  48. Arthur Charpentier & Arthur David & Romuald Elie, 2017. "Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains," Risks, MDPI, vol. 5(4), pages 1-17, November.
  49. Marjan Qazvini, 2019. "On the Validation of Claims with Excess Zeros in Liability Insurance: A Comparative Study," Risks, MDPI, vol. 7(3), pages 1-17, June.
  50. Tan, Chong It & Li, Jackie & Li, Johnny Siu-Hang & Balasooriya, Uditha, 2015. "Optimal relativities and transition rules of a bonus–malus system," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 255-263.
  51. George Tzougas, 2020. "EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking," Risks, MDPI, vol. 8(3), pages 1-23, September.
  52. Ragnar Levy Gudmundarson & Manuel Guerra & Alexandra Bugalho de Moura, 2021. "Minimizing ruin probability under dependencies for insurance pricing," Papers 2108.10075, arXiv.org.
  53. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2018. "Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims," Risks, MDPI, vol. 6(2), pages 1-11, April.
  54. Yves Staudt & Joël Wagner, 2021. "Assessing the Performance of Random Forests for Modeling Claim Severity in Collision Car Insurance," Risks, MDPI, vol. 9(3), pages 1-28, March.
  55. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
  56. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
  57. Olena Ragulina, 2017. "Bonus--malus systems with different claim types and varying deductibles," Papers 1707.00917, arXiv.org.
  58. Catalina Bolancé & Montserrat Guillen & Jens Perch Nielsen & Fredrik Thuring, 2018. "Price and Profit Optimization for Financial Services," Risks, MDPI, vol. 6(1), pages 1-12, February.
  59. Boucher, Jean-Philippe & Denuit, Michel, 2008. "Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 727-735, April.
  60. Crevecoeur, Jonas & Antonio, Katrien & Desmedt, Stijn & Masquelein, Alexandre, 2023. "Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 185-212, May.
  61. Pechon, Florian & Denuit, Michel & Trufin, Julien, 2019. "Home and Motor insurance joined at a household level using multivariate credibility," LIDAM Discussion Papers ISBA 2019013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  62. Inmaculada Peña-Sanchez, 2019. "Applying the Tweedie model for improved microinsurance pricing," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(3), pages 365-381, July.
  63. Donatella Porrini & Giulio Fusco & Cosimo Magazzino, 2020. "Black boxes and market efficiency: the effect on premiums in the Italian motor-vehicle insurance market," European Journal of Law and Economics, Springer, vol. 49(3), pages 455-472, June.
  64. Kamil Gala, 2018. "The a priori risk classification with spatial autocorrelation in automobile insurance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 51, pages 147-168.
  65. Mihaela Covrig & Iulian Mircea & Gheorghita Zbaganu & Alexandru Coser & Alexandru Tindeche, 2015. "Using R In Generalized Linear Models," Romanian Statistical Review, Romanian Statistical Review, vol. 63(3), pages 33-45, September.
  66. Sibel Selim & Gizem Kilinc, 2021. "Comparative Analysis of Count Data Regression Models on Factors Affecting Infant Mortality," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(35), pages 147-179, December.
  67. Mahmoudvand Rahim & Tan Chong It & Abbasi Narges, 2017. "Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(2), pages 1-19, July.
  68. Zhao, Xiaobing & Zhou, Xian, 2012. "Modeling gap times between recurrent events by marginal rate function," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 370-383.
  69. Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène, 2016. "Sarmanov family of multivariate distributions for bivariate dynamic claim counts model," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 120-133.
  70. Montserrat Guillen & Jens Perch Nielsen & Mercedes Ayuso & Ana M. Pérez‐Marín, 2019. "The Use of Telematics Devices to Improve Automobile Insurance Rates," Risk Analysis, John Wiley & Sons, vol. 39(3), pages 662-672, March.
  71. R.L. Gudmundarson & M. Guerra & A. B. de Moura, 2021. "Minimizing Ruin Probability Under Dependencies for Insurance Pricing," Working Papers REM 2021/0193, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  72. Levon Barseghyan & Francesca Molinari & Darcy Steeg Morris & Joshua C. Teitelbaum, 2020. "The Cost of Legal Restrictions on Experience Rating," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 17(1), pages 38-70, March.
  73. Dimitrina S. Dimitrova & Zvetan G. Ignatov & Vladimir K. Kaishev, 2019. "Ruin and Deficit Under Claim Arrivals with the Order Statistics Property," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 511-530, June.
  74. Oh, Rosy & Jeong, Himchan & Ahn, Jae Youn & Valdez, Emiliano A., 2021. "A multi-year microlevel collective risk model," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 309-328.
  75. Denuit, Michel & Guillen, Montserrat & Trufin, Julien, 2018. "Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data," LIDAM Discussion Papers ISBA 2018032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  76. Tan, Chong It, 2016. "Varying transition rules in bonus–malus systems: From rules specification to determination of optimal relativities," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 134-140.
  77. Serpil Bülbül & Kemal Baykal, 2016. "Optimal Bonus-Malus System Design in Motor Third-Party Liability Insurance in Turkey: Negative Binomial Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(8), pages 205-205, August.
  78. Søren Asmussen & Bent Jesper Christensen & Julie Thøgersen, 2019. "Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation," Risks, MDPI, vol. 7(2), pages 1-23, May.
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