Hierarchical Insurance Claims Modeling

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Bayesian multivariate Poisson models for insurance ratemaking (2011, methodology): “In Frees and Valdez (2008) and Frees et al. (2009) a hierarchical statistical model is fitted using microlevel data.”
FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (2015, background): “Actuarial models help insurance companies to assess the risk associated with the portfolio, to set the level of premiums (Frees and Valdez, 2008) and reserves (Antonio and Plat, 2014), to determine optimal reinsurance levels (Beirlant et al.”
Multivariate Negative Binomial Models for Insurance Claim Counts (2014, background): “Some recent applications in actuarial science include the modeling of insurance claims (Frees and Valdez, 2008; Frees et al., 2009), the prediction of loss reserves (Zhao and Zhou, 2010; Shi and Frees, 2011), the examination of asymmetric information (Shi andValdez, 2011; Shi et al.”
Modelling Dependence in a Ratemaking Procedure with Multivariate Poisson Regression Models (2010, methodology): “In Frees and Valdez (2008) and Frees et al. (2009) a hierarchical statistical model is fitted using microlevel data.”