Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

71 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Bayesian Generalized Additive Models for Location, Scale, and Shape for Zero-Inflated and Overdispersed Count Data (2015, methodology): “A detailed analysis based on both count data regression for claim frequencies and zero adjusted models (as introduced in Heller, Stasinopoulos, and Rigby 2006) for claim sizes in the framework of GAMLSS is provided in Klein et al. (2014).”
Bayesian structured additive distributional regression with an application to regional income inequality in Germany (2015, methodology): “Similarly, multivariate extensions of beta regression lead to Dirichlet distributed responses representing multiple percentages that sum up to one; see Klein et al. (2015a) for a first attempt in this direction. In the context of economic applications, it should be noted that, analogously to general”