메뉴 건너뛰기




Volumn 40, Issue 2, 2010, Pages 699-726

Dependent multi-peril ratemaking models

Author keywords

Copulas; Insurance pricing; Multivariate binary regression

Indexed keywords


EID: 79951845519     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.40.2.2061134     Document Type: Article
Times cited : (20)

References (17)
  • 1
    • 35348831283 scopus 로고    scopus 로고
    • Vehicle and fleet random effects in a model of insurance rating for f eets of vehicles
    • ANGERS, J.-F., DESJARDINS, D., DIONNE, G. and GUERTIN, F. (2006) Vehicle and fleet random effects in a model of insurance rating for f eets of vehicles. Astin Bulletin 36(1), 25-77.
    • (2006) Astin Bulletin , vol.36 , Issue.1 , pp. 25-77
    • Angers, J.-F.1    Desjardins, D.2    Dionne, G.3    Guertin, F.4
  • 2
    • 35348829339 scopus 로고    scopus 로고
    • Fixed versus random effects in poisson regression models for claim counts
    • BOUCHER, J.-P. and DENUIT, M. (2006) Fixed versus random effects in Poisson regression models for claim counts. A case study with motor insurance. Astin Bulletin 36(1), 285-301.
    • (2006) A Case Study with Motor Insurance. Astin Bulletin , vol.36 , Issue.1 , pp. 285-301
    • Boucher, J.-P.1    Denuit, M.2
  • 3
    • 40949109717 scopus 로고    scopus 로고
    • Credibility premiums for the zero-inflated poisson model and new hunger for bonus interpretation
    • BOUCHER, J.-P. and DENUIT, M. (2008) Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. Insurance: Mathematics and Economics 42(2), 727-735.
    • (2008) Insurance: Mathematics and Economics , vol.42 , Issue.2 , pp. 727-735
    • Boucher, J.-P.1    Denuit, M.2
  • 5
    • 0000429149 scopus 로고
    • Modelling multivariate binary data with alternating logistic regressions
    • CAREY, V., ZEGER, S. L. and DIGGLE, P. (1993) Modelling multivariate binary data with alternating logistic regressions. Biometrika 80(3), 517-526.
    • (1993) Biometrika , vol.80 , Issue.3 , pp. 517-526
    • Carey, V.1    Zeger, S.L.2    Diggle, P.3
  • 7
    • 0000851762 scopus 로고
    • Marginal regression analysis of a multivariate binary response
    • EKHOLM, A., SMITH, P. W. F. and MCDONALD, J. W. (1995) Marginal regression analysis of a multivariate binary response. Biometrika 82(4), 847-854.
    • (1995) Biometrika , vol.82 , Issue.4 , pp. 847-854
    • Ekholm, A.1    Smith, P.W.F.2    McDonald, J.W.3
  • 8
    • 0033850937 scopus 로고    scopus 로고
    • Association models for a multivariate binary response
    • EKHOLM, A., MCDONALD, J. W. and SMITH, P. W. F. (2000) Association models for a multivariate binary response. Biometrics 56, 712-718.
    • (2000) Biometrics , vol.56 , pp. 712-718
    • Ekholm, A.1    McDonald, J.W.2    Smith, P.W.F.3
  • 10
  • 11
    • 78049264576 scopus 로고    scopus 로고
    • Actuarial applications of a hierarchical insurance claims model
    • FREES, E. W., SHI, P. and VALDEZ, E. A. (2009) Actuarial applications of a hierarchical insurance claims model. Astin Bulletin 39(1), 165-197.
    • (2009) Astin Bulletin , vol.39 , Issue.1 , pp. 165-197
    • Frees, E.W.1    Shi, P.2    Valdez, E.A.3
  • 14
    • 37349100248 scopus 로고    scopus 로고
    • Structural parameter estimation using generalized estimating equations for regression credibility models
    • LO, C. H., FUNG, W. K. and ZHU, Z. Y. (2007) Structural parameter estimation using generalized estimating equations for regression credibility models. Astin Bulletin 37(2), 323-343.
    • (2007) Astin Bulletin , vol.37 , Issue.2 , pp. 323-343
    • Lo, C.H.1    Fung, W.K.2    Zhu, Z.Y.3
  • 15
    • 78751556786 scopus 로고    scopus 로고
    • Generalized bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance
    • MAHMOUDVAND, R. and HASSANI, H. (2009) Generalized bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Astin Bulletin 39(1), 307-315.
    • (2009) Astin Bulletin , vol.39 , Issue.1 , pp. 307-315
    • Mahmoudvand, R.1    Hassani, H.2
  • 17
    • 12244310929 scopus 로고
    • Correlated binary regression using a quadratic exponential model
    • ZHAO, L. P. and PRENTICE, R. L. (1990) Correlated binary regression using a quadratic exponential model. Biometrika 77, 642-648.
    • (1990) Biometrika , vol.77 , pp. 642-648
    • Zhao, L.P.1    Prentice, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.