Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

By Catalina Bolancé, Montserrat Guillén, J. Pinquet. 2003

52 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 multivariate Poisson models for insurance ratemaking (2011, methodology): “The exogenous variables, described in Table 3, were previously used in Pinquet et al. (2001), Brouhns et al. (2003), Bolancé et al. (2003, 2008), Boucher et al. (2007, 2009), Boucher and Denuit (2008) and Bermúdez (2009).”
Statistical concepts of a priori and a posteriori risk classification in insurance (2011, unknown): “(2001), Bolancé et al. (2003) and Antonio and Beirlant (2007). Apart from the time component of recorded data, it is possible that a company may have several other layers of observations.”
Modelling Dependence in a Ratemaking Procedure with Multivariate Poisson Regression Models (2010, methodology): “The exogenous variables, described in Table 3, were previously used in Pinquet et al. (2001), Brouhns et al. (2003), Bolancé et al. (2003, 2008), Boucher et al. (2007, 2009), Boucher and Denuit (2008) and Bermúdez (2009).”
Hierarchical Insurance Claims Modeling (2008, background): “Later, Pinquet, Guillén, and Bolancé (2001) and Bolancé, Guillén, and Pinquet (2003) introduced a dynamic element into the observed latent variable.”