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Statistical risk evaluation applied to (Belgian) car insurance

Author

Listed:
  • Beirlant, J.
  • Derveaux, V.
  • De Meyer, A. M.
  • Goovaerts, M. J.
  • Labie, E.
  • Maenhoudt, B.

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Suggested Citation

  • Beirlant, J. & Derveaux, V. & De Meyer, A. M. & Goovaerts, M. J. & Labie, E. & Maenhoudt, B., 1992. "Statistical risk evaluation applied to (Belgian) car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 289-302, January.
    • Handle: RePEc:eee:insuma:v:10:y:1992:i:4:p:289-302
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    Cited by:

    1. Tzougas, George & Jeong, Himchan, 2021. "An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount," LSE Research Online Documents on Economics 108210, London School of Economics and Political Science, LSE Library.
    2. George Tzougas & Himchan Jeong, 2021. "An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount," Risks, MDPI, vol. 9(1), pages 1-17, January.
    3. Tzougas, George & Karlis, Dimitris, 2020. "An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion," LSE Research Online Documents on Economics 104027, London School of Economics and Political Science, LSE Library.
    4. Pai, Jeffrey & Li, Yunxian & Yang, Aijun & Li, Chenxu, 2022. "Earthquake parametric insurance with Bayesian spatial quantile regression," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 1-12.

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