Credibility estimators with geometric weights
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- Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
- 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.
- 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.
- Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003.
"Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects,"
Insurance: Mathematics and Economics,
Elsevier, vol. 33(2), pages 273-282, October.
- C. Bolancé & M. Guillén & J. Pinquet, 2002. "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," THEMA Working Papers 2002-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2003. "Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects," Post-Print hal-00397271, HAL.
- Zhao, Xiaobing & Zhou, Xian, 2012. "Copula models for insurance claim numbers with excess zeros and time-dependence," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 191-199.
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