Modelling the Claims Process in the Presence of Covariates
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- Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
- Yip, Karen C.H. & Yau, Kelvin K.W., 2005. "On modeling claim frequency data in general insurance with extra zeros," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 153-163, April.
- repec:mup:actaun:actaun_2016064020683 is not listed on IDEAS
- repec:prg:jnlpep:v:2017:y:2017:i:4:id:621:p:450-466 is not listed on IDEAS
- Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003.
"Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments,"
Journal of Risk & Insurance,
The American Risk and Insurance Association, vol. 70(4), pages 577-599, December.
- Jean Pinquet & Montserrat Guillén & Michel Denuit & Natacha Brouhns, 2003. "Bonus-Malus scales in segmented tariffs with stochastic migration between segments," Post-Print hal-00397084, HAL.
- Garrido, J. & Genest, C. & Schulz, J., 2016. "Generalized linear models for dependent frequency and severity of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 205-215.
- Jiří Valecký, . "Calculation of Solvency Capital Requirements for Non-life Underwriting Risk Using Generalized Linear Models," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
- Kelvin Yau & Karen Yip & H. K. Yuen, 2003. "Modelling repeated insurance claim frequency data using the generalized linear mixed model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(8), pages 857-865.
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