IDEAS home Printed from https://ideas.repec.org/r/mtl/montec/8833.html

A Generalization Of Automobile Insurance Rating Models: The Negative Binomial Distribution With A Regression Component

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December.
  2. Mihaela DAVID, 2014. "Modeling The Frequency Of Claims In Auto Insurance With Application To A French Case," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 69-85, June.
  3. 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.
  4. Omerašević Amela & Selimović Jasmina, 2020. "Classification Ratemaking Using Decision Tree in the Insurance Market of Bosnia and Herzegovina," South East European Journal of Economics and Business, Sciendo, vol. 15(2), pages 124-139, December.
  5. Shapiro, Arnold F., 2009. "Fuzzy random variables," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 307-314, April.
  6. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
  7. Tzougas, George & Hoon, W. L. & Lim, J. M., 2019. "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics 101728, London School of Economics and Political Science, LSE Library.
  8. Dahen, Hela & Dionne, Georges, 2010. "Scaling models for the severity and frequency of external operational loss data," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1484-1496, July.
  9. Amela Omeraševiæ & Jasmina Selimoviæ, 2020. "Risk factors selection with data mining methods for insurance premium ratemaking," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 667-696.
  10. 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), CY Cergy-Paris University, ESSEC and CNRS.
  11. Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
  12. Kelvin Yau & Karen Yip & H. K. Yuen, 2003. "Modelling repeated insurance claim frequency data using the generalized linear mixed model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(8), pages 857-865.
  13. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
  14. Georges Dionne & Olfa Ghali, 2005. "The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 609-633, December.
  15. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.
  16. Jean Pinquet & Georges Dionne & Charles Vanasse & Mathieu Maurice, 2007. "Point-record incentives, asymmetric information and dynamic data," Working Papers hal-00243056, HAL.
  17. Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, vol. 43(1), pages 85-97.
  18. Pinquet, Jean, 1998. "Designing Optimal Bonus-Malus Systems from Different Types of Claims," ASTIN Bulletin, Cambridge University Press, vol. 28(2), pages 205-220, November.
  19. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2006. "Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles," ASTIN Bulletin, Cambridge University Press, vol. 36(1), pages 25-77, May.
  20. Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
  21. Georges Dionne & Benoit Dostie, 2007. "Estimating the effect of a change in insurance pricing regime on accidents with endogenous mobility," Working Papers 07-6, HEC Montreal, Canada Research Chair in Risk Management.
  22. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2018. "Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims," Risks, MDPI, vol. 6(2), pages 1-11, April.
  23. Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1049-1078, September.
  24. Georges Dionne, 2012. "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers 12-10, HEC Montreal, Canada Research Chair in Risk Management.
  25. Gómez Déniz, Emilio & Calderín Ojeda, Enrique, 2013. "The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 121-142, December.
  26. Shi, Peng & Valdez, Emiliano A., 2011. "A copula approach to test asymmetric information with applications to predictive modeling," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 226-239, September.
  27. Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Post-Print hal-05617341, HAL.
  28. Desjardins, Denise & Dionne, Georges & Pinquet, Jean, 2001. "Experience Rating Schemes for Fleets of Vehicles," ASTIN Bulletin, Cambridge University Press, vol. 31(1), pages 81-105, May.
  29. Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004. "Stochastic volatility duration models," Journal of Econometrics, Elsevier, vol. 119(2), pages 413-433, April.
  30. Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.