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Statistical concepts of a priori and a posteriori risk classification in insurance

Author

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  • Katrien Antonio

    ()

  • Emiliano Valdez

    ()

Abstract

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Suggested Citation

  • 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.
  • Handle: RePEc:spr:alstar:v:96:y:2012:i:2:p:187-224
    DOI: 10.1007/s10182-011-0152-7
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    References listed on IDEAS

    as
    1. Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
    2. Frees, Edward W. & Young, Virginia R. & Luo, Yu, 1999. "A longitudinal data analysis interpretation of credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 229-247, May.
    3. Pinquet, Jean, 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 28(02), pages 205-220, November.
    4. McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
    5. Sun, Jiafeng & Frees, Edward W. & Rosenberg, Marjorie A., 2008. "Heavy-tailed longitudinal data modeling using copulas," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 817-830, April.
    6. 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.
    7. Antonio, Katrien & Beirlant, Jan, 2007. "Actuarial statistics with generalized linear mixed models," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 58-76, January.
    8. Beirlant, Jan & Goegebeur, Yuri & Verlaak, Robert & Vynckier, Petra, 1998. "Burr regression and portfolio segmentation," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 231-250, December.
    9. de Jong,Piet & Heller,Gillian Z., 2008. "Generalized Linear Models for Insurance Data," Cambridge Books, Cambridge University Press, number 9780521879149, October.
    10. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, vol. 33(3), pages 341-365, December.
    11. Antonio, Katrien & Frees, Edward W. & Valdez, Emiliano A., 2010. "A Multilevel Analysis of Intercompany Claim Counts," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 40(01), pages 151-177, May.
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    Cited by:

    1. Anna Szymańska, 2015. "Impact of the number of classes and transition rules of bonus-malus system on its efficiency in tariff setting," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 253-268.

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