On the link between credibility and frequency premium
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- Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063, HAL.
References listed on IDEAS
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Cited by:
- Ramon Alemany & Catalina Bolancé & Montserrat Guillén, 2012. "Nonparametric estimation of Value-at-Risk," Working Papers XREAP2012-19, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2012.
- repec:eee:csdana:v:56:y:2012:i:12:p:3988-3999 is not listed on IDEAS
- repec:eee:insuma:v:85:y:2019:i:c:p:89-103 is not listed on IDEAS
- Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
- Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
- Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
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Keywords
Generalized linear models Parametric and nonparametric links Gamma process;Statistics
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