Joint modelling of the total amount and the number of claims by conditionals
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Dionne, G. & Vanasse, C., 1988.
"A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component,"
Cahiers de recherche
8833, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dionne, G. & Vanasse, C., 1988. "A Generalization of Automobile Insurance Rating Models: the Negative Binomial Distribution with a Regression Component," Cahiers de recherche 8833, Universite de Montreal, Departement de sciences economiques.
- Spanos,Aris, 1999. "Probability Theory and Statistical Inference," Cambridge Books, Cambridge University Press, number 9780521424080, April.
- Pinquet, Jean, 1997.
"Allowance for Cost of Claims in Bonus-Malus Systems,"
ASTIN Bulletin: The Journal of the International Actuarial Association,
Cambridge University Press, vol. 27(01), pages 33-57, May.
- Jean Pinquet, 1997. "Allowance for cost of claims in bonus-malus systems," Post-Print hal-00396925, HAL.
- José Sarabia & Enrique Castillo & Marta Pascual & María Sarabia, 2007. "Bivariate income distributions with lognormal conditionals," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(3), pages 371-383, December.
- Renshaw, Arthur E., 1994. "Modelling the Claims Process in the Presence of Covariates," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 24(02), pages 265-285, November.
- Smyth, Gordon K. & Jørgensen, Bent, 2002. "Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 32(01), pages 143-157, May.
- repec:cup:astinb:v:19:y:1989:i:02:p:199-212_00 is not listed on IDEAS
- Panjer, Harry H. & Willmot, Gordon E., 1981. "Finite Sum Evaluation of the Negative Binomial-Exponential Model," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 12(02), pages 133-137, December.
- J. Pinquet & M. Guillén & C. Bolancé, 2000. "Long-range contagion in automobile insurance data : estimation and implications for experience rating," THEMA Working Papers 2000-43, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.
- Katrien Antonio & Jan Beirlant, 2008. "Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 643-676.
- Sarabia, José María & Gómez-Déniz, Emilio & Vázquez-Polo, Francisco J., 2004. "On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 34(01), pages 85-98, May.
- José María Sarabia & Enrique Castillo & Emilio Gómez-Déniz & Francisco J. Vázquez-Polo, 2005. "A Class of Conjugate Priors for Log-Normal Claims Based on Conditional Specification," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(3), pages 479-495.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Urbina, Jilber & Guillén, Montserrat, 2013.
"An application of capital allocation principles to operational risk,"
2072/222201, Universitat Rovira i Virgili, Department of Economics.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," MPRA Paper 75726, University Library of Munich, Germany, revised Dec 2013.
- Sarabia, José María & Gómez-Déniz, Emilio & Prieto, Faustino & Jordá, Vanesa, 2016. "Risk aggregation in multivariate dependent Pareto distributions," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 154-163.
- 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.
- Ramon ALEMANY & Catalina BOLANCÉ & Montserrat GUILLÉN & Alemar E. PADILLA-BARRETO, 2016. "Combining Parametric And Non-Parametric Methods To Compute Value-At-Risk," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 61-74.
More about this item
KeywordsClassical collective model Hierarchical model Conditionally specified distributions Tweedie's distribution;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:43:y:2008:i:3:p:466-473. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.