On the link between credibility and frequency premium
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- Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063, HAL.
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- Bermúdez, Lluís & Karlis, Dimitris, 2012. "A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3988-3999.
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- Ramon Alemany & Catalina Bolancé & Roberto Rodrigo & Raluca Vernic, 2020. "Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity," Mathematics, MDPI, vol. 9(1), pages 1-18, December.
- Jean Pinquet, 2012. "Experience rating in non-life insurance," Working Papers hal-00677100, HAL.
- Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.
- Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
- Ramon Alemany & Catalina Bolance & Montserrat Guillen, 2014. "Accounting for severity of risk when pricing insurance products," Working Papers 2014-05, Universitat de Barcelona, UB Riskcenter.
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Keywords
Generalized linear models Parametric and nonparametric links Gamma process;Statistics
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