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Multivariate negative binomial models for insurance claim counts

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Cited by:

  1. Pechon, Florian & Denuit, Michel & Trufin, Julien, 2019. "Home and Motor insurance joined at a household level using multivariate credibility," LIDAM Discussion Papers ISBA 2019013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  2. Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2024. "EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects," LSE Research Online Documents on Economics 118826, London School of Economics and Political Science, LSE Library.
  3. Ren Jiandong & Zitikis Ricardas, 2017. "CMPH: a multivariate phase-type aggregate loss distribution," Dependence Modeling, De Gruyter, vol. 5(1), pages 304-315, December.
  4. Verschuren, Robert Matthijs, 2022. "Frequency-severity experience rating based on latent Markovian risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 379-392.
  5. Bolancé, Catalina & Vernic, Raluca, 2019. "Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 89-103.
  6. Pierre Zuyderhoff & Michel Denuit & Julien Trufin, 2025. "Simpson’s Paradox for Kendall’s Rank Coefficient," Methodology and Computing in Applied Probability, Springer, vol. 27(2), pages 1-14, June.
  7. Yang, Zhenshan & Cai, Jianming, 2016. "Do regional factors matter? Determinants of hotel industry performance in China," Tourism Management, Elsevier, vol. 52(C), pages 242-253.
  8. Wagner Hugo Bonat & Bent Jørgensen, 2016. "Multivariate covariance generalized linear models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(5), pages 649-675, November.
  9. Shengkun Xie & Anna T. Lawniczak, 2018. "Estimating Major Risk Factor Relativities in Rate Filings Using Generalized Linear Models," IJFS, MDPI, vol. 6(4), pages 1-14, October.
  10. Jeong, Himchan & Valdez, Emiliano A., 2020. "Predictive compound risk models with dependence," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 182-195.
  11. Mothafer, Ghasak I.M.A. & Yamamoto, Toshiyuki & Shankar, Venkataraman N., 2018. "A multivariate heterogeneous-dispersion count model for asymmetric interdependent freeway crash types," Transportation Research Part B: Methodological, Elsevier, vol. 108(C), pages 84-105.
  12. Pechon, Florian & Denuit, Michel & Trufin, Julien, 2018. "Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household," LIDAM Discussion Papers ISBA 2018019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  13. Denuit, Michel & Lu, Yang, 2020. "Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving," LIDAM Discussion Papers ISBA 2020016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  14. George Tzougas & Despoina Makariou, 2022. "The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 401-417, December.
  15. Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
  16. Noel Perceval Assogba & Daowei Zhang, 2020. "An Economic Analysis of Tropical Forest Resource Conservation in a Protected Area," Sustainability, MDPI, vol. 12(14), pages 1-12, July.
  17. Bermúdez, Lluís & Guillén, Montserrat & Karlis, Dimitris, 2018. "Allowing for time and cross dependence assumptions between claim counts in ratemaking models," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 161-169.
  18. Christian Biener & Martin Eling & Shailee Pradhan, 2015. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2013 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 129-141, March.
  19. Tzougas, George & di Cerchiara, Alice Pignatelli, 2021. "Bivariate mixed Poisson regression models with varying dispersion," LSE Research Online Documents on Economics 114327, London School of Economics and Political Science, LSE Library.
  20. Tzougas, George & Pignatelli di Cerchiara, Alice, 2021. "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 602-625.
  21. Tzougas, George & Makariou, Despoina, 2022. "The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters," LSE Research Online Documents on Economics 117197, London School of Economics and Political Science, LSE Library.
  22. Catalina Bolancé & Raluca Vernic, 2017. "“Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”," IREA Working Papers 201718, University of Barcelona, Research Institute of Applied Economics, revised Oct 2017.
  23. W. H. Bonat & J. Olivero & M. Grande-Vega & M. A. Farfán & J. E. Fa, 2017. "Modelling the Covariance Structure in Marginal Multivariate Count Models: Hunting in Bioko Island," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(4), pages 446-464, December.
  24. Lluís Bermúdez & Dimitris Karlis, 2022. "Copula-based bivariate finite mixture regression models with an application for insurance claim count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1082-1099, December.
  25. Gning, Lucien & Diagne, M.L. & Tchuenche, J.M., 2023. "Hierarchical generalized linear models, correlation and a posteriori ratemaking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 614(C).
  26. Fung, Tsz Chai & Badescu, Andrei L. & Lin, X. Sheldon, 2019. "A class of mixture of experts models for general insurance: Theoretical developments," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 111-127.
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